References
- Adler , I. , Karmarkar , N. , Resende , M.G.C. and Veiga , G. 1989 . Data structures and programming techniques for the implementation of Karmarkar’s algorithm . ORSA Journal on Computing , 1 ( 2 ) : 84 – 106 .
- Adler , I. , Karmarkar , N. , Resende , M.G.C. and Veiga , G. 1989 . An implementation of Karmarkar’s algorithm for linear programming . Mathematical Programming , 44 ( 2 ) : 297 – 335 .
- Choi , I.C. , Monma , C.L. and Shanno , D.F. 1990 . Further development of a primal-dual interior point method . ORSA Journal on Computing , 2 ( 2 ) : 304 – 311 .
- Duff , I.S. , Erisman , A.M. and Reid , R.K. 1989 . Direct methods for sparse matrices , New York : Oxford University Press .
- Gay D. M. Electronic mail distribution of linear programming test problems, Mathematical Programming Socicty COAL Newsletter 1985
- George , A. and Liu , J.W.H. 1981 . Computer Solution of Large Sparse Positive Definite Systems , Englewood Cliffs : Prentice Hall .
- Gill , P.E. , Murray , W. , Saunders , M.A. , Tomlin , J.A. and Wright , M.H. 1986 . On projected Newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method . Mathematical Programming , 36 : 183 – 209 .
- Gill , P.E. , Murray , W. and Saunders , M.A. 1988 . “ A single-phase dual barrier method for linear programming ” . Stan-ford : Stanford University . Report SOL 88-10, Systems Optimization Laboratory
- Golub , G.H. 1983 . Matrix Computations , Baltimore : John Hopkins University Press .
- Gondzio , J. 12 1991 . An advanced implementation of Cholesky factorization for computing projections in interior point methods of large scale linear programming , 12 , Paris : University of Paris Dauphine . Technical Report No 107, LAMSADE
- Hager , W.W. 1989 . Updating the inverse of a matrix . SIAM Review , 31 ( 2 ) 12 : 221 – 239 .
- Lustig , I.J. , Mulvey , J.M. and Carpenter , T.J. 1991 . Formulating two-stage stochastic programs for interior point methods . Operations Research , 39 ( 5 ) 12 : 757 – 770 .
- Lustig , I.J , Marsten , R.E. and Shanno, , D. F . 1990 . On implementing Mehrotra's predictor-corrector interior point method for linear programming, . Technical Report SOR 90-03 . 1990 . Princeton : Department of civil Engineering and Operations Research, Princeton University, .
- Mulvey , J. M. and Ruszczynski , A. 1990 . A diagonal quadratic approximation method for large scale linear programs, . Department of Civil Engineering and Operations Research, Princeton University . 09 1990 . Princeton : Department of civil Engineering and Operations Research, Princeton University .
- Munksgaard , N. 1980 . Solving sparse symmetric sets of linear equations by preconditioned conjugate gradients . ACM Transactions on Mathematical Software , 6 ( 2 ) 12 : 206 – 219 .
- Rockafeller , R.T. and Wets , R.J.B. 1991 . Scenarios and policy aggregation in optimization under uncertainty . Mathematics of Operations Research , 16 ( 2 ) 12 : 119 – 147 .
- Vanderbei , R.J. 1991 . Splitting dense columns in sparse linear systems . Linear Algebra and its Applications , 152 ( 2 ) 12 : 107 – 117 .