17 Bibliography

[AA95]E. D. Andersen and K. D. Andersen. Presolving in linear programming. Math. Programming, 71(2):221–245, 1995.
[AGMX96]E. D. Andersen, J. Gondzio, Cs. Mészáros, and X. Xu. Implementation of interior point methods for large scale linear programming. In T. Terlaky, editor, Interior-point methods of mathematical programming, pages 189–252. Kluwer Academic Publishers, 1996.
[ART03]E. D. Andersen, C. Roos, and T. Terlaky. On implementing a primal-dual interior-point method for conic quadratic optimization. Math. Programming, February 2003.
[AY96]E. D. Andersen and Y. Ye. Combining interior-point and pivoting algorithms. Management Sci., 42(12):1719–1731, December 1996.
[AY98]E. D. Andersen and Y. Ye. A computational study of the homogeneous algorithm for large-scale convex optimization. Computational Optimization and Applications, 10:243–269, 1998.
[AY99]E. D. Andersen and Y. Ye. On a homogeneous algorithm for the monotone complementarity problem. Math. Programming, 84(2):375–399, February 1999.
[And09]Erling D. Andersen. The homogeneous and self-dual model and algorithm for linear optimization. Technical Report TR-1-2009, MOSEK ApS, 2009. URL: http://docs.mosek.com/whitepapers/homolo.pdf.
[And13]Erling D. Andersen. On formulating quadratic functions in optimization models. Technical Report TR-1-2013, MOSEK ApS, 2013. Last revised 23-feb-2016. URL: http://docs.mosek.com/whitepapers/qmodel.pdf.
[Chv83]V. Chvátal. Linear programming. W.H. Freeman and Company, 1983.
[FGK03]R. Fourer, D. M. Gay, and B. W. Kernighan. AMPL. A modeling language for mathematical programming. Thomson, 2nd edition, 2003.
[Naz87]J. L. Nazareth. Computer Solution of Linear Programs. Oxford University Press, New York, 1987.
[RTV97]C. Roos, T. Terlaky, and J. -Ph. Vial. Theory and algorithms for linear optimization: an interior point approach. John Wiley and Sons, New York, 1997.
[Wal00]S. W. Wallace. Decision making under uncertainty: is sensitivity of any use. Oper. Res., 48(1):20–25, January 2000.
[Wol98]L. A. Wolsey. Integer programming. John Wiley and Sons, 1998.
[MOSEKApS12]MOSEK ApS. The MOSEK Modeling Cookbook. MOSEK ApS, Fruebjergvej 3, Boks 16, 2100 Copenhagen O, 2012. Last revised September 2015. URL: http://docs.mosek.com/generic/modeling-a4.pdf.