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arXiv · 1605.01418

A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility

Jesus De Loera·Jamie Haddock·Deanna Needell
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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.

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Jesus De Loera, Jamie Haddock, Deanna Needell. 2016-05-04. A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility. https://arxiv.org/abs/1605.01418

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