Paper Info
Title
Convergence of the cyclical relaxation method for linear inequalities.
Abstract
The relaxation method for linear inequalities is studied and new bounds on convergence obtained. An asymptotically tight estimate is given for the case when the inequalities are processed in a cyclical order. An improvement of the estimate by an order of magnitude takes place if strong underrelaxation is used. Bounds on convergence usually involve the so-called condition number of a system of linear inequalities, which we estimate in terms of their coefficient matrix.
Year
DOI
Venue
1984
10.1007/BF02591886
Math. Program.
Keywords
Field
DocType
condition number
Convergence (routing),Mathematical optimization,Condition number,Coefficient matrix,Mathematical analysis,Relaxation (iterative method),Linear programming,Linear inequality,Order of magnitude,Mathematics
Journal
Volume
Issue
ISSN
30
2
1436-4646
Citations 
PageRank 
References 
7
8.09
4
Authors
1
Name
Order
Citations
PageRank
Jan Mandel144469.36