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For theoretical continuous/nonlinear/convex optimization, your #1 is the bible, together with "Convex Optimization" by Boyd & Vandenberghe. However, beware th
by thxg 5y ago
For theoretical continuous/nonlinear/convex optimization, your #1 is the bible, together with
"Convex Optimization" by Boyd & Vandenberghe.
However, beware that both are grad textbooks. They can be tough going at times. Unfortunately, I never found undergrad textbooks I liked much, for theory.
If you're interested in discrete optimization too (the other half of math optimization), the classics are:
"Optimization Over Integers" by Bertsimas & Weismantel
"Integer and Combinatorial Optimization" by Nemhauser & Wolsey
- samuel2 5y agoThank you a lot!
- chronal 5y agoYou grab a copy of "Convex Optimization" by Boyd & Vandenberghe over here: https://web.stanford.edu/~boyd/cvxbook/ https://web.stanford.edu/~boyd/cvxbook/ This is more optimal control but I really enjoyed reading through these notes: https://math.berkeley.edu/~evans/control.course.pdf https://math.berkeley.edu/~evans/control.course.pdf
- actinium226 5y agoNot sure what you mean by the bible?
- thxg 5y agoSorry, I meant that those two books seem to be "classics" that are often used as references in graduate courses.
- actinium226 5y agoI'm confused, did you maybe not list one of the ones you were thinking of? In your original post you just list Convex Optimization and then two books on discrete optimization. I'd be very curious to know what the other one you're referring to alongside Convex Optimization.
- dkshdkjshdk 5y agoHe said "your #1", making reference to the first book in OPs list: "Numerical Optimization" by Jorge Nocedal and Stephen J. Wright. It's pretty fun to read.