Just 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 a

Just 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.