A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility
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A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility

  • Author(s): De Loera, Jesus
  • Haddock, Jamie
  • Needell, Deanna
  • et al.

Published Web Location

https://arxiv.org/pdf/1605.01418.pdf
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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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