1
Jorge Nocedal and Stephen Wright, Numerical Optimization (Springer Series in Operations Research and Financial Engineering), Springer.
2
Wright, Stephen J., Primal-dual interior-point methods, Society for Industrial and Applied Mathematics, Philadelphia, 1997.
3
S. P. Boyd and L. Vandenberghe, Convex optimization, Cambridge University Press, Cambridge, 2004.
4
EE364a: Lecture slides, http://stanford.edu/class/ee364a/lectures.html.
5
EE364b: Lecture slides, http://stanford.edu/class/ee364b/lectures.html.
6
Section C Oxford course, http://www.numerical.rl.ac.uk/people/nimg/oupartc/index.shtml.