The INTPOINT Procedure

References

Lustig, I.J., Marsten, R.E., and Shanno, D.F. (1992), "On Implementing Methrotra's Predictor-Corrector Interior-Point Method for Linear Programming," SIAM Journal of Optimization 2 (3), 435-449

Murtagh, B.A. (1981), "Advanced Linear Programming," McGraw-Hill International Book Company.

Reid, J.K. (1975), "A Sparsity-Exploiting Variant of the Bartels-Golub Decomposition for Linear Programming Bases," Harwell Report CSS 20, Atomic Energy Research Establishment, Didcot, Oxfordshire, England.

Roos, C., Terlaky, T., and Vial, J.-Ph. (1997), "Theory and Algorithms for Linear Optimization," Chichester, England: John Wiley & Sons.

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

Ye, Y. (1996), "Interior Point Algorithms: Theory and Analysis," Wiley-Interscience Series in Discrete Mathematics and Optimization, John Wiley & Sons.

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