Abstract
In this note a method for computing approximating by polytopes of the solution set Q 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 Q) no greater than an a priori fixed ϵ and having their extreme points in ∂ Q and in the relative exterior of Q, respectively.
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