General
Optimization Books:
1.David K. Kahaner, Cleve Moler, and S.G. Nash, Numerical
Methods and Software, Prentice-Hall (1989)
2. Nonlinear Programming: 2nd Edition by Dimitri P. Bertsekas
· Contents, Preface, Ordering, Home
· ISBN: 1-886529-00-0
· Publication: 1999, 780 pages, hardcover
· 3. Stephen G. Nash and Ariela Sofer, Linear and Nonlinear Programming, McGraw-Hill (1996).
Avriel, M. and Golany, B.: Mathematical Programming for Industrial Engineers. Marcel Dekker:1996. Contains introductory chapters to several areas of mathematical optimization. well suited for beginners.
Bonnans, J.F., Gilbert, J.C., Lemarechal, C., Sagastizabal, C.A.: Numerical Optimization. Springer: 2003. Both theory and details on implementations; nonsmooth optimization, interior-point methods etc.
Bertsekas, Dimitri P.: Nonlinear Programming, second edition. Athena Scientific, 1999.
Bjoerck, Ake : Numerical methods for least squares problems. Philadelphia, SIAM 1996. Very well written book with lots of nonstandard information.
Dennis, E. and Schnabel, B.: Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice Hall, 1983. (reprinted by SIAM) (a classic in its field).
Du and Pardalos, P.: Minimax and Applications. Kluwer, 1995.
Fiacco, A. and McCormick, G. P.: Sequential Unconstrained Minimization Techniques. reprinted by SIAM. (A classic from 1968, given new life by the interior point LP methods.)
Fletcher, R.: Practical Methods of Optimization. John Wiley, 1987. "The" reference at the date of its printing.
Gill, Ph.E., Murray, W. and Wright, M.: Practical methods of optimization. New York:Acad. Press 1982 (a bit dated with respect to methods, but with many hints for practitioners)
Horst R., Pardalos P., and Thoai, V.: Introduction to global optimization. Kluwer, 1995.
Horst R. and Pardalos P.: Handbook of Global Optimization. Kluwer, 1994.
Kelley, C.T.: Iterative methods of optimization. Philadelphia: SIAM 1999.
Luenberger, D.: Introduction to Linear and Nonlinear Programming. Addison Wesley, 1984. (Updated version of an old classic. Well suited for beginners.)
Miettinen,K.: Nonlinear Multiobjective Optimization, Kluwer. 1999.
More, J.J. and Wright, St.: Optimization Software Guide. SIAM, 1993. Contains overview and comments existing software, mainly commercial.
Nash, S. and Sofer, A.: Linear and Nonlinear Programming. McGraw-Hill, 1996.
Nemhauser, G.L., Rinnooy Kan,A.H.G. and Todd, M.J.: Optimization. (Handbook in Operations Research and Management Science Vol I). North Holland, 1989. Contains excellent introductions to severals areas of optimization.
Nocedal, J. and Wright, St.: Numerical Optimization. Springer Verlag, 1999. Very well written modern introduction into continuous optimization.
Tawarmalani, M. and Sahinidis, N. V.: Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming. Kluwer, 2002 . Based on BARON software.
Pinter, J.D.: Global Optimization in Action. Kluwer, 1996. Book received 2000 INFORMS Computing Society Prize
Pinter, J.D.: Computational Global Optimization in Nonlinear Systems. Lionheart Publ., 2001. short e-book, demo software included
Spellucci, P.: Numerische Verfahren der nichtlinearen Optimierung. Birkhuser, Basel 1993 (in German).
course_script_1
/ course_script_2
Web locations:
http://www-fp.mcs.anl.gov/otc/Guide/
http://www-fp.mcs.anl.gov/otc/Guide/CaseStudies/
http://www-fp.mcs.anl.gov/otc/Guide/OptWeb/continuous/unconstrained/index.html
http://www-neos.mcs.anl.gov/neos/server-downloads.html
http://www.ece.northwestern.edu/OTC/
http://www.ece.northwestern.edu/OTC/OTCsoftware.htm