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The problem of low-complexity linear programming (LP) decoding of nonbinary low-density parity-check (LDPC) codes is considered, and an iterative LP decoding algorithm is presented. Results that were previously derived for binary LDPC codes are extended to the nonbinary case. Both simple and generalized nonbinary LDPC codes are considered. It is shown how the algorithm can be implemented efficiently using a finite-field fast Fourier transform. Then, the convergence rate of the algorithm is analyzed. The complexity of the algorithm scales linearly in the block length, and it can approximate, up to an arbitrarily small relative error, the objective function of the exact LP solution. When applied to a typical code from an appropriate nonbinary LDPC code ensemble, the algorithm can correct a constant fraction of errors in linear (in the block length) computational complexity. Computer experiments with the new iterative LP decoding algorithm show that, in the error floor region, it can have better performance compared to belief propagation decoding, with similar computational requirements.