A Method for Approximating the Solution Set of a System of Convex Inequalities by Polytopes
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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.