Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142639 | Operations Research Letters | 2013 | 4 Pages |
Abstract
Fujishige et al. propose the LP-Newton method, a new algorithm for solving linear programming problems (LPs). They address LPs which have a lower and an upper bound for each variable. They reformulate the problem by introducing a related zonotope. Their algorithm solves the problem by repeating projections to the zonotope.In this paper, we develop the LP-Newton method for solving standard form LPs. We recast the LP by introducing a related convex cone. Our algorithm solves the problem by iterating projections to the convex cone.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Tomonari Kitahara, Shinji Mizuno, Jianming Shi,