A Simple Projection Algorithm for Linear Programming Problems
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Fujishige et al. propose the LP-Newton method, a new algorithm for linear programming problem (LP). They address LPs which have a lower and an upper bound for each variable, and reformulate the problem by introducing a related zonotope. The LP-Newton method repeats projections onto the zonotope by Wolfe’s algorithm. For the LP-Newton method, Fujishige et al. show that the algorithm terminates in a finite number of iterations. Furthermore, they show that if all the inputs are rational numbers, then the number of projections is bounded by a polynomial in L, where L is the input length of the problem. In this paper, we propose a modification to their algorithm using a binary search. In addition to its finiteness, if all the inputs are rational numbers and the optimal value is an integer, then the number of projections is bounded by \(L+1\), that is, a linear bound.
KeywordsLinear programming Zonotope Projection Binary search
The first author is supported in part by Grant-in-Aid for Young Scientists (B) 15K15941 from the Japan Society for the Promotion of Sciences. The second author is supported in part by Grant-in-Aid for Young Scientists (Start-up) 15H06617 from the Japan Society for the Promotion of Sciences.
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