Using Nesterov\'s Excessive Gap Method as Basic Procedure in Chubanov\'s Method for Solving a Homogeneous Feasibility Problem

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Abstract:

We deal with a recently proposed method of Chubanov [1], for solving linear homogeneous systems with positive variables. We use Nesterov's excessive gap method in the basic procedure. As a result, the iteration bound for the basic procedure is reduced by the factor $nsqrt{n}$. The price for this improvement is that the iterations are more costly, namely $O(n^2 )$ instead of $O(n)$. The overall gain in the complexity hence becomes a factor of $sqrt{n}$.

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Journal title

volume 9  issue 2

pages  95- 105

publication date 2018-06

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