A Finite Algorithm for the Minimum l_∞ Solution to a System of Consistent Linear Equations

A column exchange algorithm is presented for the determination of a minimum l_∞ 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.