3 ms·
I'm glad there's more free material online for optimization modeling and algorithms. Personally, here's my favorite list for algorithms and modeling for optimi
by kxyvr 10y ago
I'm glad there's more free material online for optimization modeling and algorithms. Personally, here's my favorite list for algorithms and modeling for optimization:
For learning the simplex method, Linear Programming
by Vasek Chvatal (first 10 chapters):
https://books.google.com/books?id=DN20_tW_BV0C&printsec=frontcover https://books.google.com/books?id=DN20_tW_BV0C&printsec=fron...
For learning branch and bound, Integer Programming by Laurence A. Wolsey
https://books.google.com/books?id=x7RvQgAACAAJ https://books.google.com/books?id=x7RvQgAACAAJ
For odd modeling tricks for integer programming, Logic and Integer Programming by Williams, H. Paul
https://www.springer.com/us/book/9780387922799 https://www.springer.com/us/book/9780387922799
For modeling tricks for convex programming, Convex Optimization by Stephen Boyd and Lieven Vandenberghe
https://stanford.edu/~boyd/cvxbook/ https://stanford.edu/~boyd/cvxbook/
For basic nonlinear optimization algorithms, Numerical Optimization by Nocedal, Jorge, Wright, S.
https://www.springer.com/us/book/9780387303031 https://www.springer.com/us/book/9780387303031
I've never really found the ultimate optimization book, but the references above tend to have the right modeling techniques, algorithms, and references. I've found they're a good place to get the right idea and the right words to search for more material.
- vitaut 10y agoJust to add, the book "AMPL: A Modeling Language for Mathematical Programming" by Robert Fourer, David M. Gay, and Brian W. Kernighan (yes, the "K" in K&R) is also freely available online: http://ampl.com/resources/the-ampl-book/chapter-downloads/ http://ampl.com/resources/the-ampl-book/chapter-downloads/ . It is not only a reference for the AMPL modeling language, but also a great introduction to mathematical optimization.
- codepie 10y agoYou can add the optimization course on coursera https://www.coursera.org/course/optimization https://www.coursera.org/course/optimization to your list. I have been waiting for it to start and it seems that it is finally going to start this month (https://class.coursera.org/optimization-003/forum/thread?thread_id=266 https://class.coursera.org/optimization-003/forum/thread?thr...).
- cschmidt 10y agoAlso "Model Building for Mathematical Programming" is almost unique in that it talks about formulating models, rather than the algorithms you use to solve them. That tends to be what an OR person spends the most time doing: http://www.amazon.com/Model-Building-Mathematical-Programming-4th/dp/0471997889 http://www.amazon.com/Model-Building-Mathematical-Programmin...?
- Chris2048 10y agoJust a note: http://www.springer.com/gp/marketing/yellow-sale http://www.springer.com/gp/marketing/yellow-sale - sale on Springer math books at the moment.