Interior-point method for LP

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Claimed by John Plaxco, Alex Valdes, Wojciech Stojko.




Sources

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