A sampling Kaczmarz-Motzkin algorithm for linear feasibility

09/06/2016 - 12:15pm
09/06/2016 - 1:10pm
Deanna Needell (CMC)

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. These methods employ certain sampling methods that project onto random faces of the solution polytope. 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.

Millikan 2099, Pomona College
Misc. Information: 

There will be a short organizational meeting just before this talk at 12:00 noon in the same room.