Iterative solution of inconsistent systems of linear inequalities

In 1980 S.P. Han proposed a finitely terminating (in exact arithmetic) algorithm for solving an inconsistent system of linear inequalities in a least squares sense. This algorithm uses a singular value decomposition of a submatrix of the problem matrix on each iteration, making it impractical for all but only smaller problems. In this paper we show that a modification of Han's algorithm allows us to introduce an iterative approximation to the singular value decomposition solution. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)