Books

• G.B. Dantzig (1963) "Linear Programming and Extensions" This is the classical text on LP. When our text by Chvatal appeared, several reviewers stated that it is the first book with a solid contribution since Dantzig's book.
• S.I. Gass (1975) "Linear Programming"
• R.I. Rothenberg (1979) "Linear Programming"
• D.G. Luenberger (1984) "Linear and Nonlinear Programming" Good insights and explanations for duality theory. In particular, see the interpretation of duality theory for the diet problem.
• K.G. Murty (1983) "LINEAR PROGRAMMING" This is the encyclopedia of books on linear programming - that is the reason for the caps in the title. However, there are also lots of numerical examples.
• M. Sakarovitch (1983) "Linear Programming"

Other References

• "Interior point methods for constrained optimization," appeared in Acta Numerica pages 341-407, 1992, by Margaret H. Wright, who is from AT&T Bell Laboratories Computing Science Research Center.