On Chubanov’s Method for Solving a Homogeneous Inequality System

Autor: Kees Roos
Rok vydání: 2015
Předmět:
Zdroj: Numerical Analysis and Optimization ISBN: 9783319176888
DOI: 10.1007/978-3-319-17689-5_13
Popis: We deal with a recently proposed method of Chubanov for solving linear homogeneous systems with positive variables. Our first aim is to show that the performance of this method can be improved by a slight modification of Chubanov’s so-called Basic Procedure. In theory this results in at least the same decrease of the merit function used by Chubanov, but both in theory and in practice the decrease may be much faster. Theoretical evidence for the speed-up follows from a lemma, whereas some numerical experiments provide convincing computational evidence. We also present a complete, somewhat simplified analysis of Chubanov’s Main Algorithm, thereby including also some numerical experiments.
Databáze: OpenAIRE