A simultaneous projections method for linear inequalities

AbstractAn iterative method for solving general systems of linear inequalities is considered. The method, a relaxed generalization of Cimmino's scheme for solving linear systems, was first suggested by Censor and Elfving. Each iterate is obtained as a convex combination of the orthogonal projections of the previous iterate on the half spaces defined by the linear inequalities. The algorithm is particularly suitable for implementation on computers with parallel processors. We prove convergence from any starting point for both consistent and nonconsistent systems (to a feasible point in the first case, and to a weighted least squares type solutions in the second)