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Primal-Dual Interior-Point Methods

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Primal-Dual Interior-Point Methods - Wright, Stephen J
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Presents the major primal-dual algorithms for linear programming. A thorough, straightforward description of the theoretical properties of these methods.

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Primal-Dual Interior-Point Methods 1987, Society for Industrial and Applied Mathematics (SIAM), Philadelphia

ISBN-13: 9780898713824

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