A Finite Algorithm for the Minimum $l_\infty $ Solution to a System of Consistent Linear Equations
JAMES A. CADZOW · SIAM Journal on Numerical Analysis · 1973
A column exchange algorithm is presented for the determination of a minimum $l_\infty $ solution to a system of consistent linear equations. The algorithm is based on first solving the associated dual problem as specified by a well-known theorem from functional analysis and then generating the required solution by means of an alignment criterion. The procedure has been shown to have a rapid speed of convergence on all examples treated to date.