LU Factorization Method to Solve Linear Programming Problem
Sanjay Madhukar Chinchole, A. P. Bhadane, Vyankatrao Hiray Arts · 2014
Abstract- This paper presents a new approach for the solution of Linear Programming Problems with the help of LU Factorization Method of matrices. This method is based on the fact that a square matrix can be factorized into the product of unit lower triangular matrix and upper triangular matrix. In this method, we get direct solution without iteration. We also show that this method is better than simplex method.