algorithm - Implementing Interior Point -

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In addition to Boyd's Covilix programming book,

What is the best source for this:

Analysis + Practical implementation of internal point algorithms?

If you have a book of books, then you know about it. If you are interested in the details, then look for an implementation is invaluable. With the most complex numerical algorithm, you will be better off using your own written code, but you probably know that there are many other interior point implementations available online for linear programming, SOCP, bilingual programming, intensive programming etc. . I have also used it, and have seen the inside. It seemed quite straightforward.

I liked the first version too. I had an excellent, quite practical, overview of predictor-correctional methods in the second half. There is no doubt of the same quality in the second edition.


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