Interior Point Methods Interior Point Methods have shown themselves useful for a wide variety of convex, linear, and integer programming problems. Here is a selection of books, ordered from most to least accessible. Many American Mathematical Society books, however, are offered with a significant discount. The comments are by Brian Borchers and represent his personal views.
Source codes are available from the author's web site.
It derives complexity results for linear and convex programming. C. Roos, T. Terlaky and J.-Ph. Numerous exercises are provided to aid in understanding the material. A collection of survey papers on simplex and interior point methods and their applications to integer programming. A collection of survey papers on semidefinite programming, algorithms, and applications.