Optimization courses/ articles / books recommendation

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Code

  1. Python package for visualizing the geometry linear programming

Operation Research Books (for undergraduate and graduate students)

  1. Papadimitriou, C. H., & Steiglitz, K. (1998). Combinatorial optimization: algorithms and complexity. Courier Corporation. amazon 京东
  2. Bertsimas, D., & Tsitsiklis, J. N. (1997). Introduction to linear optimization. Belmont, MA: Athena Scientific. amazon
  3. Wolsey, L. A. (2020). Integer programming. John Wiley & Sons.amazon
  4. Wolsey, L. A., & Nemhauser, G. L. (1999). Integer and combinatorial optimization. John Wiley & Sons. amazon
  5. Dantzig, G. (2016). Linear programming and extensions. Princeton university press. amazon
  6. Martin, R. K. (2012). Large scale linear and integer optimization: a unified approach. Springer Science & Business Media. amazon
  7. Sierksma, G., & Zwols, Y. (2015). Linear and integer optimization: theory and practice. CRC Press.amazon

Basic math(Books)

  1. libretexts
  2. Calculus
  3. Math
  4. Math Online
  5. S.O.S. Mathematics
  6. Math Open Reference
  7. Paul’s Online Notes, Lamar University
  8. BCcampus Open Textbook
  9. Calculus Volume 1, Gilbert Strang and Edwin “Jed” Herman
  10. Calculus Volume 2, Gilbert Strang and Edwin “Jed” Herman
  11. Calculus Volume 3, Gilbert Strang and Edwin “Jed” Herman
  12. Multivariable Calculus, University of Toronto, St George Campus
  13. Elementary Calculus: An Infinitesimal Approach, University of Wisconsin-Madison
  14. Calculus: Early Transcendentals, Whitman College
  15. Introduction to the Foundations of Applied Mathematics

Courses

Prof. James Ritchie Norris, University of Cambridge

  1. Optimization and Control

Prof. Dimitri Bertsekas, Massachusetts Institute of Technology

  1. Nonlinear programming
  2. Dynamic programming
  3. Convex analysis and optimization
  4. Introduction to Mathematical Programming

Prof. Michel Goemans, Massachusetts Institute of Technology

  1. Topics in Combinatorial Optimization
  2. Combinatorial Optimization
  3. Advanced Combinatorial Optimization

Prof. Yaron Singer, Harvard University

  1. Advanced Optimization

Prof. John Duchi, Stanford University

  1. Convex Optimization I

Prof. Michael P. Friedlander, University of British Columbia

  1. Convex Analysis and Optimization
  2. Optimization Theory
  3. Computational Optimization

Prof. Annie Raymond, University of Washington

  1. Combinatorial Optimization

Prof. Laurent Lessard, Northeastern University

  1. Introduction to Optimization
  2. Linear Systems
  3. Data Science & Engineering

Prof. Misha Lavrov, University of Illinois, Urbana-Champaign

  1. Linear Programming
  2. Nonlinear Programming

Prof. Chandra Chekuri, University of Illinois, Urbana-Champaign

  1. Topics in Combinatorial Optimization

Prof. Ted Ralphs, Lehigh University

  1. Tools for Modeling Optimization Problems
  2. Computational Integer Programming
  3. Multistage Optimization
  4. Introduction to the COIN-OR Optimization Suite and Open Source Modeling Tools

Prof. Angelia Nedich, University of Illinois at Urbana-Champaign

  1. Operations Research Methods GE
  2. Convex Optimization
  3. Game Theory: Models, Algorithms and Applications
  4. Distributed Optimization

Prof. Omar Antolín Camarena, Instituto de Matemáticas

  1. Linear Programming

Prof. David P. Williamson, Cornell University

  1. Mathematical Programming
  2. Network Flows
  3. Bridging Continuous and Discrete Optimization

Prof. Amir Ali Ahmadi, Princeton University

  1. Computing and Optimization
  2. Convex and Conic Optimization

Prof. Geoff Gordon and Ryan Tibshirani, Carnegie Mellon University

  1. Optimization

Prof. John E. Mitchell, Rensselaer Polytechnic Institute

  1. Integer and Combinatorial Optimization
  2. Introduction to Optimization
  3. Math Models of Operations Research
  4. Linear and Conic Optimization

Prof. Misha Lavrov, Kennesaw State University

  1. Linear Programming
  2. Nonlinear programming

Prof. William D Shoaff, Florida Institute of Technology

  1. Analysis of Algorithms

Prof. Gerard Sierksma, University of Groningen and Dr. Yori Zwols, (DeepMind)

  1. Linear and Integer Optimization Theory and Practice

Workshops

  1. CO@Work 2020

Articles

  1. Schrijver, A. (2005). On the history of combinatorial optimization (till 1960). Handbook of Discrete Optimization (K. Aardal, GL Nemhauser, R. Weismantel, eds.).
  2. Vielma, J. P. (2015). Mixed integer linear programming formulation techniques. Siam Review, 57(1), 3-57.

Optimization Books

  1. 50 Years of Integer Programming 1958–2008
  2. A First Course in Combinatorial Optimization (2004, Cambridge University Press) [ Jon Lee ]
  3. A First Course in Linear Optimization
  4. A First Course in Optimization Theory -Cambridge University Press (1996)
  5. A First Course in Optimization
  6. A Gentle Introduction to Optimization (2014, Cambridge University Press)
  7. A Linear Systems Primer (2010, Birkh?user) Panos J Antsaklis, Anthony N. Michel -
  8. A Tutorial on Integer Programming
  9. Advanced Optimization and Operations Research
  10. Algorithms for minimization without derivatives-Prentice-Hall (1972)
  11. Algorithms for Optimization-The MIT Press (2019)
  12. An introduction to continuous optimization Foundations and fundamental algorithms (2007, Studentlitteratur AB)
  13. An Introduction to Optimization- E. Chong, S. Zak
  14. Applied integer programming. Modeling and solution-Wiley (2010)
  15. Applied Linear Algebra and Matrix Analysis (2007, Springer) Thomas S. Shores
  16. Applied Mathematical Programming MIT
  17. Applied Mathematical Programming
  18. Applied numerical methods using MATLAB
  19. Applied Numerical Methods with MATLAB for Engineers and Scientists (2017, McGraw-Hill Education)
  20. Applied Optimal Control_ Optimization, Estimation and Control (1975, Taylor & Francis)
  21. Applied Optimization with MATLAB Programming-Wiley-Interscience (2001)
  22. Approximate-Dynamic-Programming-for-Operations-Research
  23. Calculus, Applications and Theory
  24. Column generation
  25. combinatorial optimization 2018
  26. Combinatorial optimization, polyhedra and efficiency. Vol.A,B,C-Springer (2003)
  27. Computational-Methods-of-Linear-Algebra
  28. Computing and Optimization
  29. Constrained Optimization and Lagrange Multiplier Methods-Athena Scientific (1996)
  30. Convex analysis (1970, Princeton University Press)
  31. Convex analysis and nonlinear optimization
  32. Convex and Conic Optimization
  33. Convex optimization algorithms (2015, Athena Scientific) Bertsekas D.P
  34. Convex Optimization Fall 2019 [CMU]
  35. Convex Optimization
  36. Convex-Analysis-and-Global-Optimization
  37. Convex-Optimization
  38. Elements of Structural Optimization.
  39. Encyclopedia of Operations Research and Management Science
  40. encyclopedia-of-optimization content 2009
  41. encyclopedia-of-optimization-2009 (1)
  42. Experiments with MATLAB (2009, Mathworks.com)
  43. First-order and Stochastic Optimization Methods for Machine Learning
  44. First-Order Methods in Optimization-Society for Industrial and Applied Mathematics (2017)
  45. Formulation and Analysis of Linear Programs
  46. Foundations of Mathematical Optimization [1997]
  47. Foundations of optimization-Springer-Verlag New York (2010)
  48. Fundamentals of convex analysis (2001, Springer)
  49. Fundamentals of Matrix Analysis with Applications (2016, Wiley) Edward Barry Saff, Arthur David Snider -
  50. gems-of-combinatorial-optimization-and-graph-algorithms-2015
  51. Gilbert Strang - Introduction to Linear Algebra Fifth Edition (2016 , WELLESLEY -CAMBRIDGE PRESS)
  52. Gilbert Strang - Solutions’ Manual for Introduction to Linear Algebra, Fifth Edition (2016, Wellesley-Cambridge Press)
  53. Global Optimization Algorithms - Theory and Application
  54. Global Optimization Algorithms
  55. Global optimization theory, algorithms, and applications (2013, SIAM-Society for Industrial and Applied Mathematics)
  56. Global Optimization
  57. Integer Programming (1998, Wiley) Laurence C. Wolsey
  58. Integer Programming and Network Models-Springer-Verlag Berlin Heidelberg (2000)
  59. Integer-and-Combinatorial-Optimization
  60. Integer-programming
  61. Integrated Methods for Optimization (2012, Springer US)
  62. Introduction to Engineering Optimization (Stanford University)
  63. Introduction to linear optimization and extensions with MATLAB (2014, CRC Press)
  64. Introduction to Linear Optimization
  65. Introduction to Linear Programming with MatLab (2018, CRC)
  66. Introduction to Mathematical Optimization
  67. Introduction to Matrix Analysis and Applications (2014, Springer International Publishing)
  68. Introduction to Nonlinear and Global Optimization.
  69. Introduction to Nonlinear Optimization Theory, Algorithms, and Applications with MATLAB
  70. Introduction to Optimization (2004, Springer-Verlag New York)
  71. Introduction to optimization (Polyak,1987)
  72. Introduction to Optimum Design (2016, Academic Press)
  73. Introduction to the Theory of Nonlinear Optimization (2007, Springer-Verlag Berlin Heidelberg)
  74. Introduction-to-Linear-Algebra-4th-Edition
  75. introduction-to-the-theory-of-nonlinear-optimization-2007
  76. Introductory Lectures on Convex Optimization A Basic Course (2004, Springer US)
  77. Introductory Lectures on Convex Programming
  78. Iterative Methods for Linear and Nonlinear Equations
  79. Iterative Methods for Optimization
  80. KKT
  81. Lagrange multiplier approach to variational problems and applications (2008)
  82. Lagrange-Multipliers
  83. Lagrange-type Functions in Constrained Non-Convex Optimization-Springer US (2003)
  84. Large Sparse Numerical Optimization (1984, Springer-Verlag Berlin Heidelberg)
  85. Large-Scale Numerical Optimization
  86. Least Squares Data Fitting with Applications
  87. Lectures on Modern Convex Optimization_ Analysis, Algorithms, and Engineering Applications
  88. Lectures on Polytopes
  89. Lewis HARRY., Zax R. - Essential discrete mathematics for computer science (2019, Princeton University Press)
  90. Linear and Integer Optimization Theory and Practice Third Edition-CRC Press (2015)
  91. Linear and Integer Programming Made Easy-Springer (2016)
  92. Linear and Nonlinear Optimization, Second Edition-Society for Industrial Mathematics (2008)
  93. Linear and Nonlinear Programming
  94. Linear Optimization and Extensions (1999, Springer-Verlag Berlin Heidelberg)
  95. Linear Optimization and Extensions
  96. Linear Optimization and Extensions_ Problems and Solutions (2001, Springer)
  97. Linear Optimization and Extensions_ Theory and Algorithms (1993, Prentice Hall College Div)
  98. Linear optimization_ The simplex workbook-Springer-Verlag New York (2010)
  99. Linear Programming - Foundations and Extensions [2014]
  100. Linear Programming and Extensions George B. Dantzig
  101. Linear Programming and Network Flows-Wiley (2009)
  102. Linear Programming Computation (2014, Springer-Verlag Berlin Heidelberg Ping-Qi PAN (auth.) -)
  103. Linear Programming Duality.
  104. Linear Programming Foundations and Extensions
  105. Linear Programming Using MATLAB
  106. Linear programming with MATLAB (2007, Society for Industrial Mathematics)
  107. Linear programming_ foundations and extensions-Springer US (2014)
  108. Linear-programming-Introduction
  109. Linear-Programming-Theory-and-extensions
  110. Mathematical Optimization and Economic Theory -Society for Industrial Mathematics (1987)
  111. Mathematics and Computation
  112. methods-of-descent-for-nondifferentiable-optimization-1985
  113. Minimization Methods for Non-differentiable Functions
  114. Network Programming
  115. Nonlinear functional analysis and its applications. Fixed-point theorems Vol.1 (1986, Springer-Verlag Berlin and Heidelberg GmbH & Co. K)
  116. Nonlinear functional analysis and its applications. Linear monotone operators Vol.2A (1989, Springer)
  117. Nonlinear functional analysis and its applications. Nonlinear monotone operators Vol.2B (1989,
  118. Nonlinear functional analysis and its applications. Variational methods and optimization Vol.3 (1984, Springer)
  119. Nonlinear Integer Programming Volume 84 __
  120. Nonlinear Optimization (2006, Princeton University Press) Andrzej Ruszczyński -
  121. Nonlinear Optimization (2019)
  122. Nonlinear programming theory and algorithms (2006, Mokhtar S. Bazaraa, Hanif D. Sherali, C. M. Shetty - )
  123. Nonlinear programming (1999, Dimitri P. Bertsekas, Dimitri P. Bertsekas - )
  124. Nonlinear programming (2010, Lorenz T. Biegler )
  125. Nonlinear Programming and Variational Inequality Problems_ A Unified Approach-Springer US (1999)
  126. Numerical analysis (2010, Brooks Cole) Burden R.L., Faires J.D. -
  127. Numerical Computing with MATLAB
  128. Numerical Methods and Optimization in Finance-Academic Prezz (2019)
  129. Numerical Methods for Engineers and Scientists Using MATLAB? (2017, CRC Press) Ramin S. Esfandiari -
  130. Numerical Methods For Engineers, 7 Ed Steven C. Chapra
  131. Numerical Methods for Least Squares Problems (1996, SIAM_ Society for Industrial and Applied Mathematics)
  132. Numerical methods for scientists and engineers (1987, Dover)Richard Hamming -
  133. Numerical methods for unconstrained optimization and nonlinear equations (1987, Society for Industrial and Applied Mathematics)
  134. Numerical Methods Using Matlab (3th Edition) (1999, Prentice Hall)John H. Mathews, Kurtis K. Fink -
  135. Numerical Methods Using MATLAB_solution
  136. Numerical Optimization (2006, Springer) [Jorge Nocedal, Stephen Wright]
  137. Numerical Optimization
  138. Numerical Recipes
  139. Numerical-Optimization-Theoretical-and-Practical-Aspects-
  140. NumericalOptimization_2006_Book
  141. On the History of Combinatorial Optimization
  142. OP condition
  143. Operations Planning_ Mixed Integer Optimization Models-CRC Press (2014)
  144. Operations Research Applications and Algorithms (2003) Wayne L. Winston -
  145. Operations Research Problems [2014]
  146. Optimal Control Systems-CRC Press (2002)
  147. Optimal stopping and free-boundary problems-Birkh?user Verlag (2006)
  148. Optimization and Chaos-Springer-Verlag Berlin Heidelberg (2000)
  149. Optimization and Differentiation-Chapman and Hall_CRC (2018 Simon Serovajsky)
  150. Optimization for Industrial Problems
  151. Optimization in Economic Theory -Oxford University Press, USA (1990)
  152. Optimization in Large Scale Problems.
  153. Optimization in Operations Research (2015, Pearson)
  154. Optimization Methods in Business Analytics MIT
  155. Optimization Methods
  156. Optimization over Integers
  157. Optimization theory and methods Nonlinear programming (2010, Springer)
  158. Optimization
  159. Optimization—Theory and Practice [2010]
  160. ORIE 6300_ Mathematical Programming I
  161. Parallel Combinatorial Optimization (Wiley Series on Parallel and Distributed Computing) (2006, Wiley-Interscience)
  162. Polyhedral Computation
  163. Practical augmented Lagrangian methods for constrained optimization-(2014)
  164. Practical Bilevel Optimization Algorithms and Applications (1998, Springer US)
  165. Practical Methods of Optimization, Second Edition (2000) Roger Fletcher -
  166. Practical optimization (1981, Gill P., Murray W., Wright M. -)
  167. Practical optimization methods with Mathematica applications (2000, Springer)
  168. Practical optimization_ algorithms and engineering applications (2007, Springer Andreas Antoniou, Wu-Sheng Lu -
  169. Principles of Mathematics in Operations Research [2007]
  170. Production Planning by Mixed Integer Programming-Springer (2006)
  171. Selected Applications of Convex Optimization (2015, Springer)
  172. The-Mathematica-GuideBook-for-Programming
  173. Theory of Linear and Integer Programming
  174. Thomas’ Calculus Early Transcendentals (2017, Pearson)
  175. Understanding and Using Linear Programming

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