15 Bibliography

AA95

E. D. Andersen and K. D. Andersen. Presolving in linear programming. Math. Programming, 71(2):221–245, 1995.

AGMeszarosX96

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.

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.

Chvatal83

V. Chvátal. Linear programming. W.H. Freeman and Company, 1983.

CCornuejolsZ14

M. Conforti, G. Cornu/'ejols, and G. Zambelli. Integer programming. Springer, 2014.

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.