A relaxation method for solving systems with infinitely many linear inequalities

作者：Gonzalez Gutierrez E; Todorov M I^*

来源：Optimization Letters, 2012, 6(2): 291-298.

DOI：10.1007/s11590-010-0244-4

• Linear inequality systems
• Feasibility problem
• Relaxation method

The problem of finding a feasible solution to a linear inequality system arises in numerous contexts. We consider solving linear semi-infinite inequality systems via an extension of the relaxation method for finite linear inequality systems. The difficulties are discussed and a convergence result is derived under fairly general assumptions on a large class of linear semi-infinite inequality systems.

• 出版日期2012-2