Bazaraa, Jarvis and Sherali. Linear Programming and Network Flows.
Bertsimas, Dimitris and Tsitsiklis, John, Introduction to
Linear Optimization. Athena Scientific, 1997 (ISBN
1-886529-19-1). Graduate-level text on linear programming,
network flows, and discrete optimization.
Chvatal, Linear Programming, Freeman, 1983. Undergrad or grad.
Daellenbach and Bell, A User's Guide to LP. Good for engineers,
but may be out of print.
Ecker & Kupferschmid, Introduction to Operations Research.
Ignizio, J.P. & Cavalier, T.M., Linear
Programming, Prentice Hall, 1994. Covers usual LP topics, plus
interior point, multi-objective and heuristic techniques.
Luenberger, Introduction to Linear and Nonlinear Programming,
Addison Wesley, 1984. Updated version of an old standby.
Murtagh, B., Advanced Linear Programming, McGraw-Hill, 1981. Good
one after you've read an introductory text.
Murty, K., Linear and Combinatorial Programming.
Nash, S., and Sofer, A.,
and Nonlinear Programming, McGraw-Hill, 1996.
Nazareth, J.L., Computer Solution of Linear Programs,
Oxford University Press, New York and Oxford, 1987.
Nering, E.D. & Tucker, A.W., Linear Programs and Related Problems,
Academic Press, 1993.
Saigal, R., Linear Programming: A Modern Integrated Analysis, Kluwer
Academic Publishers, 1995.
Schrijver, A., Theory of Linear and Integer Programming, Wiley,
Taha, H., Operations Research: An Introduction, 1987.
Thie, P.R., An Introduction to Linear Programming and Game Theory,
Vanderbei, Robert J., Linear Programming:
Foundations and Extensions. Kluwer Academic Publishers, 1996
(ISBN 0-7923-9804-1). Balanced coverage of simplex and
interior-point methods. Source code available on-line for all
Williams, H.P., Model Building in Mathematical Programming, Wiley
1993, 3rd edition. Little on algorithms, but excellent for
learning what makes a good model.
Interior-Point LP methods (descendants of "Karmarkar's algorithm")
Arbel, Ami, Exploring Interior-Point Linear Programming, MIT Press,
1993. Includes small-scale IBM PC software (binary only).
Fang and Puthenpura, Linear Optimization and Extensions. (Grad
level textbook, also contains some Simplex and Ellipsoid. I heard
mixed opinions on this one.)
Lustig, Marsten & Shanno, "Interior Point Methods for Linear
Programming: Computational State of the Art", ORSA Journal on
Computing, Vol. 6, No. 1, Winter 1994, pp. 1-14. Followed by
commentary articles, and a rejoinder by the authors.
Roos, Terlaky and Vial, Theory
and Algorithms for Linear Optimization: An Interior Point
Approach. John Wiley, Chichester, 1997
Wright, Stephen J., Primal-Dual Interior-Point
Methods. SIAM Publications, 1997.
Covers theoretical, practical and computational aspects of the
most important and useful class of interior-point algorithms.
The web page for this
book contains current information on interior-point codes for linear
programming, including links to their web sites.