Penalty & Augmented Kaczmarz Methods For Linear Systems & Linear Feasibility Problems

MaRDI QIDQ6399325zbMATH OpenFDO

Authors Md Sarowar Morshed

Publication date 17 May 2022

Mathematics Subject Classification ID

Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Extrapolation to the limit, deferred corrections (65B05) Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Abstract: In this work, we shed light on the so-called Kaczmarz method for solving Linear System (LS) and Linear Feasibility (LF) problems from a optimization point of view. We introduce well-known optimization approaches such as Lagrangian penalty and Augmented Lagrangian in the Randomized Kaczmarz (RK) method. In doing so, we propose two variants of the RK method namely the Randomized Penalty Kacmarz (RPK) method and Randomized Augmented Kacmarz (RAK) method. We carry out convergence analysis of the proposed methods and obtain linear convergence results.

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