A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility
Optimization and Control
2019-06-05 v6
Abstract
We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and extend both techniques. We prove several convergence results, and our computational experiments show our algorithms often outperform the original methods.
Cite
@article{arxiv.1605.01418,
title = {A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility},
author = {Jesus De Loera and Jamie Haddock and Deanna Needell},
journal= {arXiv preprint arXiv:1605.01418},
year = {2019}
}