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.
All Science Journal Classification (ASJC) codes
- Computer Science(all)
- Computer Science Applications
- Applied Mathematics