A primal-dual projection method for solving systems of linear inequalities |
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Authors: | Jonathan E. Spingarn |
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Affiliation: | School of Mathematics Georgia Institute of Technology Atlanta, Georgia 30332, U.S.A. |
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Abstract: | An algorithm is described for finding a feasible point for a system of linear inequalities. If the solution set has nonempty interior, termination occurs after a finite number of iterations. The algorithm is a projection-type method, similar to the relaxation methods of Agmon, Motzkin, and Schoenberg. It differs from the previous methods in that it solves for a certain “dual” solution in addition to a primal solution. |
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