Row-Action Methods for Huge and Sparse Systems and Their Applications

Yair Censor

SIAM Review · 1981 · 487 citations · 50 references

Concepts

TL;DR

Row‑action methods are valuable for large, sparse, unstructured linear systems and are applied in image reconstruction, operations research, game theory, learning, pattern recognition, and transportation. The paper surveys theory and applications of row‑action methods for linear feasibility, constrained optimization, and interval convex programming. Row‑action methods iteratively update solutions using one row of A at a time without altering the matrix, and the paper presents a variant for nonlinear convex feasibility.

Abstract

This paper brings together and discusses theory and applications of methods, identified and labelled as row-action methods, for linear feasibility problems (find $x \in {{\bf R}^n $, such that $Ax \leqq b$), linearly constrained optimization problems (minimize $f(x)$, subject to $Ax \leqq b$) and some interval convex programming problems (minimize $f(x)$, subject to $c \leqq Ax \leqq b$). The main feature of row-action methods is that they are iterative procedures which, without making any changes to the original matrix A, use the rows of A, one row at a time. Such methods are important and have demonstrated effectiveness for problems with large or huge matrices which do not enjoy any detectable or usable structural pattern, apart from a high degree of sparaseness. Fields of application where row-action methods are used in various ways include image reconstruction from projection, operations research and game theory, learning theory, pattern recognition and transportation theory. A row-action method for the nonlinear convex feasibility problem is also presented.

References

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