New contraction methods for linear inequalities (Q1334912)

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New contraction methods for linear inequalities
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    New contraction methods for linear inequalities (English)
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    26 September 1994
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    The author presents a new iterative contraction algorithm of Uzawa type for solving linear inequalities and proves its global linear convergence under the assumption that the solution set is nonempty. The new step- length rule allows to take the step up to 4 times as long as that for the Uzawa method, and the resulting algorithm terminates for systems which have full-dimensional solution set. The numerical results indicate that the new method converges much faster than the original Uzawa method.
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    Uzawa's method
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    convergence
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    numerical examples
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    iterative contraction algorithm
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    linear inequalities
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    global linear convergence
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