The subject of this book is linear optimization. The authors synthesize the latest aspects and results of the interior point methods for solving this class of problems, many of them quite new. They claim that the book is dedicated to linear optimization, but only the linear programming models are actually considered. The linear programming area is old enough and the simplex method designed by Dantzig is still the most used algorithm, and it will possibly maintain its status in the future. Although efficient and elegant, the simplex method does not have a polynomial complexity. The question of polynomial complexity of the linear programming problems was solved in 1979 by Khachiyan.
by Kees Ross, Tamas Terlaky and Jean-Philippe Vial John Wiley & Sons