14 Bibliography


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


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.


E. D. Andersen, C. Roos, and T. Terlaky. On implementing a primal-dual interior-point method for conic quadratic optimization. Math. Programming, February 2003.


E. D. Andersen and Y. Ye. Combining interior-point and pivoting algorithms. Management Sci., 42(12):1719–1731, December 1996.


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.


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.


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


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


J. L. Nazareth. Computer Solution of Linear Programs. Oxford University Press, New York, 1987.


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.


S. W. Wallace. Decision making under uncertainty: is sensitivity of any use. Oper. Res., 48(1):20–25, January 2000.


L. A. Wolsey. Integer programming. John Wiley and Sons, 1998.