Interior-point method for LP

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Claimed by John Plaxco, Alex Valdes, Wojciech Stojko.


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2. Bradley, Hax, and Magnanti, Applied Mathematical Programming (p 413).
3. R.J. Vanderbei, Linear Programming: Foundations and Extensions (Chp 17-22). Springer, 2008.
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5. S. Boyd, L. Vandenberghe, Convex Optimization (Chp 11). Cambridge University Press, 2009