求解线性规划问题的lu分解计算机化方法

Abdulraheem Mz, K. Mohammad
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引用次数: 2

摘要

这项工作的目的是利用LU分解来解决线性规划(LP)问题。LU方法是基于一个方阵可以分解成单位下三角矩阵(L)与上三角矩阵(U)的乘积,无需迭代即可直接求解。考虑了三种不同的问题情况,并使用逐步计算和MATLAB进行了求解。结果表明,该方法在循环情况下优于传统单纯形法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
LU-Decomposition Computerized Method to Solve Linear Programming Problems
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.
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