Interior Point Methods for Linear Programming Optimization

In this work, the authors draw together the theoretical and practical results from recent research in the field of interior point methods (IPMs). After leading the reader through the theoretical development of IPMs, the differences between theoretical and applied IPMs are illustrated. A disk accompanies this book, containing a suite of FORTRAN 77 subroutines which are a scaled-down version of the author's IPM solver. A shell program is also included to enable the reader to derive many other IPM algorithms.