Interior-point method for LP
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.
The Interior-Point method relies on having a linear programming model with the objective function being continuous and twice continuously differentiable.
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