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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George, A., Liu, J., and Ng, E. (2001), "Computer Solution of Positive Definite Systems," Unpublished book obtainable from authors.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 of 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, England: 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.