A Method for Approximating the Solution Set of a System of Convex Inequalities by Polytopes
Abstract
**Please note that the full text is embargoed** ABSTRACT: In this note a method for computing approximations by polytopes
of the solution set [see pdf for notation] of a system of
convex inequalities is presented. It is shown that such
approximations can be determined by an algorithm which
converges in finitely many steps when the solution set of the
given system of inequalities is bounded. In this case, the
algorithm generates "inner" and "outer' approximations having
the Hausdorff distance to each other (and to the set
[see pdf for notation]) not greater than an a priori fixed
[see pdf for notation] and having their extremal points in
[see pdf for notation] and in the relative exterior of
[see pdf for notation], respectively.