On minimax solutions of linear equations
Author(s) -
R. P. Tewarson
Publication year - 1972
Publication title -
the computer journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 64
eISSN - 1460-2067
pISSN - 0010-4620
DOI - 10.1093/comjnl/15.3.277
Subject(s) - simplex algorithm , minimax , linear programming , chebyshev iteration , system of linear equations , revised simplex method , chebyshev filter , mathematics , linear equation , linear system , simplex , chebyshev nodes , minimax approximation algorithm , chebyshev polynomials , mathematical optimization , computer science , mathematical analysis , combinatorics
where E" is the n dimensional Euclidean space and r,(jc) denotes the ith element of r{x). An excellent discussion of the above problem and several algorithms for its solution are given by Cheney (1966). He calls one of these algorithms, which is due to Stiefel (1959, 1960, 1963), the ascent algorithm. In this paper, we shall reformulate the ascent algorithm (Cheney, 1966, p. 45) by making use of the Generalised inverse (Penrose, 1955, 1956). This will make it possible for us to express the algorithm in the tableau form associated with the Revised Simplex Method for the solution of linear programming problem (Kiinzi, Tzschach, and Zehnder, 1968). The principal advantages of the algorithm given in this paper are:
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