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A new approach to the analysis of random methods for detecting necessary linear inequality constraints

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Abstract

A new approach is given for the analysis of random methods for detecting necessary constraints in systems of linear inequality constraints. This new approach directly accounts for the fact that two constraints are detected as necessary (hit) at each iteration of a random method. The significance of this two-hit analysis is demonstrated by comparing it with the usual one-hit analysis.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Windsor, N9B 3P4, Windsor, Ontario, Canada

    Richard J. Caron & J. F. McDonald

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  1. Richard J. Caron
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  2. J. F. McDonald
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Caron, R.J., McDonald, J.F. A new approach to the analysis of random methods for detecting necessary linear inequality constraints. Mathematical Programming 43, 97–102 (1989). https://doi.org/10.1007/BF01582281

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  • DOI: https://doi.org/10.1007/BF01582281

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