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The longest common subsequence (LCS) problem is a classic and well-studied problem in computer science. Palindrome is a word which reads the same forward as it does backward. The longest common palindromic subsequence (LCPS) problem is a variant of the classic LCS problem which finds a longest common subsequence between two given strings such that the computed subsequence is also a palindrome. In this paper, we study the LCPS problem and give two novel algorithms to solve it. To the best of our knowledge, this is the first attempt to study and solve this problem.