References

  • George, A., Liu, J., and Ng, E. (2001), “Computer Solution of Positive Definite Systems,” Unpublished book obtainable from authors.

  • Lustig, I. J., Marsten, R. E., and Shanno, D. F. (1992), “On Implementing Mehrotra’s Predictor-Corrector Interior-Point Method for Linear Programming,” SIAM Journal on Optimization, 2, 435–449.

  • Murtagh, B. A. (1981), Advanced Linear Programming: Computation and Practice, New York: McGraw-Hill.

  • Reid, J. K. (1975), “A Sparsity-Exploiting Variant of the Bartels-Golub Decomposition for Linear Programming Bases,” Harwell Report CSS 20.

  • Roos, C., Terlaky, T., and Vial, J. (1997), Theory and Algorithms for Linear Optimization, Chichester, UK: John Wiley & Sons.

  • Wright, S. J. (1996), Primal-Dual Interior Point Algorithms, Philadelphia: SIAM.

  • Ye, Y. (1996), Interior Point Algorithms: Theory and Analysis, New York: John Wiley & Sons.