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A relaxation method for solving systems with infinitely many linear inequalities

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Abstract

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.

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Authors and Affiliations

  1. Department of Physics and Mathematics, FCFM-BUAP, Puebla, Mexico

    E. González-Gutiérrez

  2. Department of Physics and Mathematics, UDLAP, Puebla, Mexico

    M. I. Todorov

Authors
  1. E. González-Gutiérrez
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  2. M. I. Todorov
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Corresponding author

Correspondence to M. I. Todorov.

Additional information

Research partially supported by CONACyT of Mexico, Grant 55681.

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González-Gutiérrez, E., Todorov, M.I. A relaxation method for solving systems with infinitely many linear inequalities. Optim Lett 6, 291–298 (2012). https://doi.org/10.1007/s11590-010-0244-4

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  • DOI: https://doi.org/10.1007/s11590-010-0244-4

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