Solving Linear Inequalities in a Least Squares Sense

@article{Bramley1996SolvingLI,
  title={Solving Linear Inequalities in a Least Squares Sense},
  author={Randall Bramley and Beata Winnicka},
  journal={SIAM J. Scientific Computing},
  year={1996},
  volume={17},
  pages={275-286}
}
In 1980, Han [5] described a nitely terminating algorithm for solving a system Ax b of linear inequalities in a least squares sense. The algorithm requires a singular value decomposition of a submatrix of A on each iteration, making it impractical for all but the smallest problems. This paper shows that a modi cation of Han's algorithm allows the iterates to be computed using QR factorization with column pivoting, which signi cantly reduces the computational cost and allows e cient updating… CONTINUE READING

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