Article ID Journal Published Year Pages File Type
1142639 Operations Research Letters 2013 4 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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