(1) Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan;(2) Department of Industrial and Manufacturing Engineering, Wayne State University, Detroit, Michigan
Abstract:
New iterative methods for solving systems of linear inequalities are presented. Each step in these methods consists of finding the orthogonal projection of the current point onto a hyperplane corresponding to a surrogate constraint which is constructed through a positive combination of a group of violated constraints. Both sequential and parallel implementations are discussed.The authors are grateful to a referee for pointing out the result in Lemma 5.1 and its importance in the proof of Theorem 5.1. This work was supported partially by NSF Grant No. ECS-85-21183.