Interior-point method for LP

From optimization
Revision as of 13:30, 25 May 2014 by Voitek (Talk | contribs)

Jump to: navigation, search

Claimed by John Plaxco, Alex Valdes, Wojciech Stojko.
Sources 4 and 5 have a chapter each devoted to our topic. Source 3 has a long section of chapters. Other two sources mention it, and the rest of the books do not have the topic.


1. T.F. Edgar, D.M. Himmelblau, L.S. Lasdon, Optimization of chemical processes (pp 242-291). McGraw-Hill, 2001
2. Bradley, Hax, and Magnanti, Applied Mathematical Programming (p 413).
3. R.J. Vanderbei, Linear Programming: Foundations and Extensions (Chp 17-22). Springer, 2008.
4. J. Nocedal, S. J. Wright, Numerical optimization (Chp 14). Springer, 1999.
5. S. Boyd, L. Vandenberghe, Convex Optimization (Chp 11). Cambridge University Press, 2009