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A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility

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arxiv 1605.01418 v6 pith:LVYUOE24 submitted 2016-05-04 math.OC

A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility

classification math.OC
keywords algorithmslinearmethodagmonalgorithmcombinecomputationalconvergence
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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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