Optimization courses/ articles / books recommendation
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Operation Research Books (for undergraduate and graduate students)
- Papadimitriou, C. H., & Steiglitz, K. (1998). Combinatorial optimization: algorithms and complexity. Courier Corporation. amazon 京东
- Bertsimas, D., & Tsitsiklis, J. N. (1997). Introduction to linear optimization. Belmont, MA: Athena Scientific. amazon
- Wolsey, L. A. (2020). Integer programming. John Wiley & Sons.amazon
- Wolsey, L. A., & Nemhauser, G. L. (1999). Integer and combinatorial optimization. John Wiley & Sons. amazon
- Dantzig, G. (2016). Linear programming and extensions. Princeton university press. amazon
- Martin, R. K. (2012). Large scale linear and integer optimization: a unified approach. Springer Science & Business Media. amazon
- Sierksma, G., & Zwols, Y. (2015). Linear and integer optimization: theory and practice. CRC Press.amazon
Basic math(Books)
- libretexts
- Calculus
- Math
- Math Online
- S.O.S. Mathematics
- Math Open Reference
- Paul’s Online Notes, Lamar University
- BCcampus Open Textbook
- Calculus Volume 1, Gilbert Strang and Edwin “Jed” Herman
- Calculus Volume 2, Gilbert Strang and Edwin “Jed” Herman
- Calculus Volume 3, Gilbert Strang and Edwin “Jed” Herman
- Multivariable Calculus, University of Toronto, St George Campus
- Elementary Calculus: An Infinitesimal Approach, University of Wisconsin-Madison
- Calculus: Early Transcendentals, Whitman College
- Introduction to the Foundations of Applied Mathematics
Courses
Prof. James Ritchie Norris, University of Cambridge
Prof. Dimitri Bertsekas, Massachusetts Institute of Technology
- Nonlinear programming
- Dynamic programming
- Convex analysis and optimization
- Introduction to Mathematical Programming
Prof. Michel Goemans, Massachusetts Institute of Technology
Prof. Yaron Singer, Harvard University
Prof. John Duchi, Stanford University
Prof. Michael P. Friedlander, University of British Columbia
Prof. Annie Raymond, University of Washington
Prof. Laurent Lessard, Northeastern University
Prof. Misha Lavrov, University of Illinois, Urbana-Champaign
Prof. Chandra Chekuri, University of Illinois, Urbana-Champaign
Prof. Ted Ralphs, Lehigh University
- Tools for Modeling Optimization Problems
- Computational Integer Programming
- Multistage Optimization
- Introduction to the COIN-OR Optimization Suite and Open Source Modeling Tools
Prof. Angelia Nedich, University of Illinois at Urbana-Champaign
- Operations Research Methods GE
- Convex Optimization
- Game Theory: Models, Algorithms and Applications
- Distributed Optimization
Prof. Omar Antolín Camarena, Instituto de Matemáticas
Prof. David P. Williamson, Cornell University
Prof. Amir Ali Ahmadi, Princeton University
Prof. Geoff Gordon and Ryan Tibshirani, Carnegie Mellon University
Prof. John E. Mitchell, Rensselaer Polytechnic Institute
- Integer and Combinatorial Optimization
- Introduction to Optimization
- Math Models of Operations Research
- Linear and Conic Optimization
Prof. Misha Lavrov, Kennesaw State University
Prof. William D Shoaff, Florida Institute of Technology
Prof. Gerard Sierksma, University of Groningen and Dr. Yori Zwols, (DeepMind)
Workshops
Articles
- Schrijver, A. (2005). On the history of combinatorial optimization (till 1960). Handbook of Discrete Optimization (K. Aardal, GL Nemhauser, R. Weismantel, eds.).
- Vielma, J. P. (2015). Mixed integer linear programming formulation techniques. Siam Review, 57(1), 3-57.
Optimization Books
- 50 Years of Integer Programming 1958–2008
- A First Course in Combinatorial Optimization (2004, Cambridge University Press) [ Jon Lee ]
- A First Course in Linear Optimization
- A First Course in Optimization Theory -Cambridge University Press (1996)
- A First Course in Optimization
- A Gentle Introduction to Optimization (2014, Cambridge University Press)
- A Linear Systems Primer (2010, Birkh?user) Panos J Antsaklis, Anthony N. Michel -
- A Tutorial on Integer Programming
- Advanced Optimization and Operations Research
- Algorithms for minimization without derivatives-Prentice-Hall (1972)
- Algorithms for Optimization-The MIT Press (2019)
- An introduction to continuous optimization Foundations and fundamental algorithms (2007, Studentlitteratur AB)
- An Introduction to Optimization- E. Chong, S. Zak
- Applied integer programming. Modeling and solution-Wiley (2010)
- Applied Linear Algebra and Matrix Analysis (2007, Springer) Thomas S. Shores
- Applied Mathematical Programming MIT
- Applied Mathematical Programming
- Applied numerical methods using MATLAB
- Applied Numerical Methods with MATLAB for Engineers and Scientists (2017, McGraw-Hill Education)
- Applied Optimal Control_ Optimization, Estimation and Control (1975, Taylor & Francis)
- Applied Optimization with MATLAB Programming-Wiley-Interscience (2001)
- Approximate-Dynamic-Programming-for-Operations-Research
- Calculus, Applications and Theory
- Column generation
- combinatorial optimization 2018
- Combinatorial optimization, polyhedra and efficiency. Vol.A,B,C-Springer (2003)
- Computational-Methods-of-Linear-Algebra
- Computing and Optimization
- Constrained Optimization and Lagrange Multiplier Methods-Athena Scientific (1996)
- Convex analysis (1970, Princeton University Press)
- Convex analysis and nonlinear optimization
- Convex and Conic Optimization
- Convex optimization algorithms (2015, Athena Scientific) Bertsekas D.P
- Convex Optimization Fall 2019 [CMU]
- Convex Optimization
- Convex-Analysis-and-Global-Optimization
- Convex-Optimization
- Elements of Structural Optimization.
- Encyclopedia of Operations Research and Management Science
- encyclopedia-of-optimization content 2009
- encyclopedia-of-optimization-2009 (1)
- Experiments with MATLAB (2009, Mathworks.com)
- First-order and Stochastic Optimization Methods for Machine Learning
- First-Order Methods in Optimization-Society for Industrial and Applied Mathematics (2017)
- Formulation and Analysis of Linear Programs
- Foundations of Mathematical Optimization [1997]
- Foundations of optimization-Springer-Verlag New York (2010)
- Fundamentals of convex analysis (2001, Springer)
- Fundamentals of Matrix Analysis with Applications (2016, Wiley) Edward Barry Saff, Arthur David Snider -
- gems-of-combinatorial-optimization-and-graph-algorithms-2015
- Gilbert Strang - Introduction to Linear Algebra Fifth Edition (2016 , WELLESLEY -CAMBRIDGE PRESS)
- Gilbert Strang - Solutions’ Manual for Introduction to Linear Algebra, Fifth Edition (2016, Wellesley-Cambridge Press)
- Global Optimization Algorithms - Theory and Application
- Global Optimization Algorithms
- Global optimization theory, algorithms, and applications (2013, SIAM-Society for Industrial and Applied Mathematics)
- Global Optimization
- Integer Programming (1998, Wiley) Laurence C. Wolsey
- Integer Programming and Network Models-Springer-Verlag Berlin Heidelberg (2000)
- Integer-and-Combinatorial-Optimization
- Integer-programming
- Integrated Methods for Optimization (2012, Springer US)
- Introduction to Engineering Optimization (Stanford University)
- Introduction to linear optimization and extensions with MATLAB (2014, CRC Press)
- Introduction to Linear Optimization
- Introduction to Linear Programming with MatLab (2018, CRC)
- Introduction to Mathematical Optimization
- Introduction to Matrix Analysis and Applications (2014, Springer International Publishing)
- Introduction to Nonlinear and Global Optimization.
- Introduction to Nonlinear Optimization Theory, Algorithms, and Applications with MATLAB
- Introduction to Optimization (2004, Springer-Verlag New York)
- Introduction to optimization (Polyak,1987)
- Introduction to Optimum Design (2016, Academic Press)
- Introduction to the Theory of Nonlinear Optimization (2007, Springer-Verlag Berlin Heidelberg)
- Introduction-to-Linear-Algebra-4th-Edition
- introduction-to-the-theory-of-nonlinear-optimization-2007
- Introductory Lectures on Convex Optimization A Basic Course (2004, Springer US)
- Introductory Lectures on Convex Programming
- Iterative Methods for Linear and Nonlinear Equations
- Iterative Methods for Optimization
- KKT
- Lagrange multiplier approach to variational problems and applications (2008)
- Lagrange-Multipliers
- Lagrange-type Functions in Constrained Non-Convex Optimization-Springer US (2003)
- Large Sparse Numerical Optimization (1984, Springer-Verlag Berlin Heidelberg)
- Large-Scale Numerical Optimization
- Least Squares Data Fitting with Applications
- Lectures on Modern Convex Optimization_ Analysis, Algorithms, and Engineering Applications
- Lectures on Polytopes
- Lewis HARRY., Zax R. - Essential discrete mathematics for computer science (2019, Princeton University Press)
- Linear and Integer Optimization Theory and Practice Third Edition-CRC Press (2015)
- Linear and Integer Programming Made Easy-Springer (2016)
- Linear and Nonlinear Optimization, Second Edition-Society for Industrial Mathematics (2008)
- Linear and Nonlinear Programming
- Linear Optimization and Extensions (1999, Springer-Verlag Berlin Heidelberg)
- Linear Optimization and Extensions
- Linear Optimization and Extensions_ Problems and Solutions (2001, Springer)
- Linear Optimization and Extensions_ Theory and Algorithms (1993, Prentice Hall College Div)
- Linear optimization_ The simplex workbook-Springer-Verlag New York (2010)
- Linear Programming - Foundations and Extensions [2014]
- Linear Programming and Extensions George B. Dantzig
- Linear Programming and Network Flows-Wiley (2009)
- Linear Programming Computation (2014, Springer-Verlag Berlin Heidelberg Ping-Qi PAN (auth.) -)
- Linear Programming Duality.
- Linear Programming Foundations and Extensions
- Linear Programming Using MATLAB
- Linear programming with MATLAB (2007, Society for Industrial Mathematics)
- Linear programming_ foundations and extensions-Springer US (2014)
- Linear-programming-Introduction
- Linear-Programming-Theory-and-extensions
- Mathematical Optimization and Economic Theory -Society for Industrial Mathematics (1987)
- Mathematics and Computation
- methods-of-descent-for-nondifferentiable-optimization-1985
- Minimization Methods for Non-differentiable Functions
- Network Programming
- Nonlinear functional analysis and its applications. Fixed-point theorems Vol.1 (1986, Springer-Verlag Berlin and Heidelberg GmbH & Co. K)
- Nonlinear functional analysis and its applications. Linear monotone operators Vol.2A (1989, Springer)
- Nonlinear functional analysis and its applications. Nonlinear monotone operators Vol.2B (1989,
- Nonlinear functional analysis and its applications. Variational methods and optimization Vol.3 (1984, Springer)
- Nonlinear Integer Programming Volume 84 __
- Nonlinear Optimization (2006, Princeton University Press) Andrzej Ruszczyński -
- Nonlinear Optimization (2019)
- Nonlinear programming theory and algorithms (2006, Mokhtar S. Bazaraa, Hanif D. Sherali, C. M. Shetty - )
- Nonlinear programming (1999, Dimitri P. Bertsekas, Dimitri P. Bertsekas - )
- Nonlinear programming (2010, Lorenz T. Biegler )
- Nonlinear Programming and Variational Inequality Problems_ A Unified Approach-Springer US (1999)
- Numerical analysis (2010, Brooks Cole) Burden R.L., Faires J.D. -
- Numerical Computing with MATLAB
- Numerical Methods and Optimization in Finance-Academic Prezz (2019)
- Numerical Methods for Engineers and Scientists Using MATLAB? (2017, CRC Press) Ramin S. Esfandiari -
- Numerical Methods For Engineers, 7 Ed Steven C. Chapra
- Numerical Methods for Least Squares Problems (1996, SIAM_ Society for Industrial and Applied Mathematics)
- Numerical methods for scientists and engineers (1987, Dover)Richard Hamming -
- Numerical methods for unconstrained optimization and nonlinear equations (1987, Society for Industrial and Applied Mathematics)
- Numerical Methods Using Matlab (3th Edition) (1999, Prentice Hall)John H. Mathews, Kurtis K. Fink -
- Numerical Methods Using MATLAB_solution
- Numerical Optimization (2006, Springer) [Jorge Nocedal, Stephen Wright]
- Numerical Optimization
- Numerical Recipes
- Numerical-Optimization-Theoretical-and-Practical-Aspects-
- NumericalOptimization_2006_Book
- On the History of Combinatorial Optimization
- OP condition
- Operations Planning_ Mixed Integer Optimization Models-CRC Press (2014)
- Operations Research Applications and Algorithms (2003) Wayne L. Winston -
- Operations Research Problems [2014]
- Optimal Control Systems-CRC Press (2002)
- Optimal stopping and free-boundary problems-Birkh?user Verlag (2006)
- Optimization and Chaos-Springer-Verlag Berlin Heidelberg (2000)
- Optimization and Differentiation-Chapman and Hall_CRC (2018 Simon Serovajsky)
- Optimization for Industrial Problems
- Optimization in Economic Theory -Oxford University Press, USA (1990)
- Optimization in Large Scale Problems.
- Optimization in Operations Research (2015, Pearson)
- Optimization Methods in Business Analytics MIT
- Optimization Methods
- Optimization over Integers
- Optimization theory and methods Nonlinear programming (2010, Springer)
- Optimization
- Optimization—Theory and Practice [2010]
- ORIE 6300_ Mathematical Programming I
- Parallel Combinatorial Optimization (Wiley Series on Parallel and Distributed Computing) (2006, Wiley-Interscience)
- Polyhedral Computation
- Practical augmented Lagrangian methods for constrained optimization-(2014)
- Practical Bilevel Optimization Algorithms and Applications (1998, Springer US)
- Practical Methods of Optimization, Second Edition (2000) Roger Fletcher -
- Practical optimization (1981, Gill P., Murray W., Wright M. -)
- Practical optimization methods with Mathematica applications (2000, Springer)
- Practical optimization_ algorithms and engineering applications (2007, Springer Andreas Antoniou, Wu-Sheng Lu -
- Principles of Mathematics in Operations Research [2007]
- Production Planning by Mixed Integer Programming-Springer (2006)
- Selected Applications of Convex Optimization (2015, Springer)
- The-Mathematica-GuideBook-for-Programming
- Theory of Linear and Integer Programming
- Thomas’ Calculus Early Transcendentals (2017, Pearson)
- Understanding and Using Linear Programming
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