Top 10 Best "Optimization" Books

Nonlinear Optimization

Andrzej Ruszczynski

Books

Convex Optimization

Stephen Boyd
Lieven Vandenberghe

Optimization

Convex Optimization

Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. The text contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.

For product reviews and more information: Convex Optimization

Introduction to Linear Optimization (Athena Scientific Series in Optimization and Neural Computation, 6)

Dimitris Bertsimas
John N. Tsitsiklis

Books

Optimization Methods in Finance (Mathematics, Finance and Risk)

Gerard Cornuejols
Reha Tutuncu

Books

A First Course in Optimization Theory

Rangarajan K. Sundaram

Books

Practical Methods of Optimization

R. Fletcher

Books

Combinatorial Optimization

Christos H. Papadimitriou
Kenneth Steiglitz

Books

Applied Optimization with MATLAB Programming

P. Venkataraman

Books

Numerical Optimization (Springer Series in Operations Research and Financial Engineering)

Jorge Nocedal
Stephen Wright

Books

Optimization in Operations Research

Ronald L. Rardin

Books

A First Course in Optimization Theory

This book introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

For product reviews and more information: A First Course in Optimization Theory

A First Course in Optimization Theory

Rangarajan K. Sundaram

Optimization

Engineering Optimization

Singiresu S. Rao

Books

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