A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem

A. Ferrer (), M. A. Goberna (), E. González-Gutiérrez () and M. I. Todorov ()
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A. Ferrer: Universitat Politècnica de Catalunya
M. A. Goberna: Alicante University
E. González-Gutiérrez: Polytechnic University of Tulancingo
M. I. Todorov: UDLAP

Annals of Operations Research, 2017, vol. 258, issue 2, No 18, 587-612

Abstract: Abstract The problem (LFP) of finding a feasible solution to a given linear semi-infinite system arises in different contexts. This paper provides an empirical comparative study of relaxation algorithms for (LFP). In this study we consider, together with the classical algorithm, implemented with different values of the fixed parameter (the step size), a new relaxation algorithm with random parameter which outperforms the classical one in most test problems whatever fixed parameter is taken. This new algorithm converges geometrically to a feasible solution under mild conditions. The relaxation algorithms under comparison have been implemented using the extended cutting angle method for solving the global optimization subproblems.

Keywords: Linear semi-infinite systems; Feasibility problem; Relaxation method; Cutting angle method (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10479-016-2135-2

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