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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2010 Volume 16, Number 3, Pages 67–77 (Mi timm576)

Methods for solving systems of linear and convex inequalities based on the Fejér principle

I. I. Eremin

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences

Abstract: We consider the technique of constructing Fejér contraction mappings used in iterative processes of solving linear and convex systems of inequalities as well as accompanying optimization problems. The general approach is based on the notion of $M$-Fejér step "$p\to q$" defined by the property
$$ |q-y|<|p-y|,\qquad\forall y\in M. $$
This property (postulate) assumes that $p\not\in\overline{\operatorname{conv}M}$ with sufficiently arbitrary $q\not=\varnothing$. Some of the problems considered in the paper are illustrated by schemes reflecting the analytics of these problems.

Keywords: linear and convex programming, contraction mappings, Fejér processes, fixed point set, projection operator.

UDC: 519.6

Received: 25.02.2010


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2011, 272, suppl. 1, S36–S45

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