Журнал прикладной и вычислительной математики

LU-Decomposition Computerized Method to Solve Linear Programming Problems

Abstract

Abdulraheem MZ and Mohammad K

The purpose of this work is to solve Linear Programming (LP) problems using LU factorization. LU method is based on the fact that a square matrix can be factorized into the product of unit lower triangular matrix (L) and upper triangular matrix (U), and the direct solution was obtained without iterations. Three different problem cases were considered and solved using step-by-step calculations as well as using MATLAB. Results show this method is superior than the traditional simplex method with cases of cycling.