The following books, most of them recommended in the Linear Programming
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General Optimization Topics
- H.T. Lau, A
Numerical Library in C for Scientists and Engineers. CRC
Press, 1995. Includes a section on optimization; comes with a
- G.L. Nemhauser, A.H.G. Rinnooy Kan and M.J. Todd (editors),
Handbooks in Operations Research and Management Science, volume 1.
North-Holland, 1989. A broad reference with large biliography.
Entries are at a fairly advanced level.
- H.P. Williams, Model
Building in Mathematical Programming, 4th edition. Wiley,
1993. A popular collection of optimization models and modeling
- W.L. Winston, Introduction
to Mathematical Programming: Applications and Algorithms, 2nd
edition. Wadsworth, 1997. A widely used elementary introduction to
- D. Bertsimas and J. Tsitsiklis, Introduction
to Linear Optimization. Athena Scientific, 1996.
- V. Chvatal, Linear
Programming. W.H. Freeman & Co., 1983. A perennial favorite
among introductory texts.
- S.I. Gass, An Illustrated Guide to Linear Programming. Dover, 1990. An inexpensive reprint of a classic introduction.
- I. Maros, Computational Techniques of the Simplex Method. Kluwer, 2003.
- R. Saigal, Linear
Programming: A Modern Integrated Analysis. Kluwer, 1995.
- R.J. Vanderbei, Linear
Programming: Foundations and Extensions, 2nd edition. Kluwer,
2001. An introductory graduate-level text covering theory and
computation for both simplex and interior-point methods.
- S.J. Wright, Primal-Dual Interior-Point Methods. SIAM, 1997.
- M.S. Bazaraa, H.D. Sherali and C.M. Shetty, Nonlinear Programming: Theory and Algorithms. Wiley, 1992.
- D.P. Bertsekas, Nonlinear Programming. Athena Scientific, 1995.
- R. Fletcher, Nonlinear Programming, 2nd edition. Wiley, 2000.
- P.E. Gill, W. Murrary and M.H. Wright, Practical Optimization. Academic Press, 1981.
- D.G. Luenberger, Linear
and Nonlinear Programming, 2nd edition. Addison-Wesley, 1984.
- S. Nash and A. Sofer, Linear and Nonlinear Programming. McGraw-Hill, 1996.
- J. Nocedal and S.J. Wright, Numerical
Optimization. Springer Verlag, 1999.
Integer Programming and Combinatorial Optimization
- W.J. Cook, W.H. Cunningham, W.R. Pulleyblank and A. Schrijver, Combinatorial
Optimization. Wiley Interscience, 1997. A comprehensive and
- G.L. Nemhauser and L.A. Wolsey, Integer
and Combinatorial Optimization. Wiley Interscience, 1988.
An advanced text that covers many theortical and computational
topics in integer programming.
- C.H. Papadimitriou and K. Steiglitz, Combinatorial Optimization: Algorithms and Complexity. Dover, 1998. Recently reprinted in an inexpensive paperback edition.
- L.A. Wolsey, Integer
Programming. Wiley, 1998. An introduction to the subject and
- R.K. Ahuja, T.L. Magnanti and J.B. Orlin, Network
Flows: Theory, Algorithms, and Applications. Prentice-Hall,
1993. A comprehensive recent survey of the topic.
- D.P. Bertsekas, Linear
Network Optimization: Algorithms and Codes. MIT Press, 1991.
Includes code for a variety of network algorithms.
- D.P. Bertsekas, Network Optimization: Continuous and Discrete Models. Athena Scientific, 1998.
- K.G. Murty, Network
Programming. Prentice-Hall, 1992.
Additional Topics of Interest
- D.P. Bertsekas and J. Tsitsiklis, Parallel and Distributed Computation: Numerical Methods. Athena Scientific, 1997.
- Y. Censor and S.A. Zenios, Parallel
Optimization: Theory, Algorithms, and Applications. Oxford
University Press, 1998. Winner of the 1999 INFORMS Computing Society
Prize for Research Excellence in the Interface Between Operations
Research and Computer Science.
- L.S. Lasdon, Optimization Theory for Large Systems. Dover, 2002. A survey of decomposition, relaxation, column-generation, and compact-basis methods for large-scale optimization, in an inexpensive reprint edition.
- K. Marriott and P.J. Stuckey, Programming
With Constraints: An Introduction. MIT Press, 1998. An
introduction to techniques that can provide an alternative to integer
programming for highly combinatorial problems. (See also the proposed AMPL extensions that would
take advantage of constraint logic programming solvers.)
- J.D. Pinter, Global
Optimization in Action: Continuous and Lipschitz Optimization:
Algorithms, Implementations and Applications. Kluwer, 1996.
Winner of the 1999 INFORMS Computing Society Prize for Research
Excellence in the Interface Between Operations Research and Computer
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