The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

Willem H. Buiter, Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples, Econometrica, Vol. 52, No. 3 (May, 1984), pp. 665-680 ...