Technical Note—A Look at Finding Points of a Convex Polyhedron Using Relaxation and Subgradient Procedures

Abstract

Subgradient optimization and relaxation are two of the common approaches to finding a point of a polyhedron when conventional procedures like the simplex method are ruled out due perhaps to the size of the problem. In this note we generalize a useful relaxation procedure and show the equivalence of this new procedure with a well known subgradient method.