Do you know some interesting literature concerning the comparison of Simplex and Interior-Point-Methods referring to linear optimization?

I also read about the possibility of combining both of them but couldn't find much literature on that either.

  • $\begingroup$ Can you mention where you read about combining them? Have you studied general optimization books? $\endgroup$ – nicoguaro Oct 27 '16 at 15:29

I am not sure what you mean by comparing and combining. But a general textbook on linear and, more generally, convex optimization that I can recommend is the one by Stephen Boyd:

  • Boyd, Stephen, and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.

It covers both simplex and interior point methods, and how they are related to each other. And, if you ask me, he does so quite well. And, have I already mentioned that you can access it online (legally)? ;-)


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