3 ms·

I'd recommend getting the 9th or 10th edition of Introduction to Operations Research by Hillier and Lieberman. 9th: https://www.amazon.com/dp/0077298349 https:/

I'd recommend getting the 9th or 10th edition of Introduction to Operations Research by Hillier and Lieberman. 9th: https://www.amazon.com/dp/0077298349 https://www.amazon.com/dp/0077298349 You can search for the 10th edition. Both are available used for less than 50 USD in good condition. The book covers a lot more than linear programming. A solution manual for both editions can be found on the internet. A good "free-pdf" optimization book, to support the above is, Algorithms for Optimization by Kochenderfer & Wheeler ( https://algorithmsbook.com/optimization/ https://algorithmsbook.com/optimization/ ). It has a chapter on constrained linear optimization with Julia code and is a good secondary resource. Kochenderfer, Wheeler, and colleagues also have two other free optimization books that are a little more advanced. It is exceptionally cool that they make the high quality PDF freely available; more authors in the technical space are making their books freely available as pdf and I applaud them for it.

bookofjoe 2y ago
10th edition free here: https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf
- syockit 2y ago
  I'd say to be wary of sharing links to full textbooks unless you are really sure it's posted by the copyright owner. The authors could be best friends with the webmaster and allowed them to post it on their website, but the problem is with the publisher who may not have given consent.
  - bookofjoe 2y ago
    I assume you believe Sci-Hub should be shut down. https://litfl.com/sci-hub-pirate-paper-portal/ https://litfl.com/sci-hub-pirate-paper-portal/
kristopolous 2y ago
What do people on here use this stuff for? Are you building out large IT infrastructures? Sorry, this is all very new stuff to me.
- quantresearch1 2y ago
  In my work, I use Gurobi and other proprietary/free solvers to optimize some objectives big banks care about. It's not uncommon to use solvers in finance to optimize some metrics of a portfolio. A lot of people I have met in conferences optimize their supply chains (think things like: find the best pattern to draw the various pieces of my table in these planks of wood such that it minimizes wastes, find the best route to deliver my 100 packages...)
  - kristopolous 2y ago
    Right, the LEAN/TPS application is readily apparent for assembling physical goods. But do people use it say for large scale software which needs to be tested, certified, translated, deployed, etc? I can imagine such orchestration but I've never seen it professionally. Maybe I just haven't worked at the proper companies
  - lm7272 2y ago
    initial margin?
    - quantresearch1 2y ago
      SIMM but also SA-CCR, VaR etc
- jethkl 2y ago
  LPs (and MIPs) are used for scheduling, planning, and logistics. These are some of the earliest applications of LPs, dating to the 1930's and 1940's, and these applications are still relevant. The wikipedia page has a good overview of the history and utility of linear programming. https://en.wikipedia.org/wiki/Linear_programming https://en.wikipedia.org/wiki/Linear_programming

bookofjoe 2y ago

10th edition free here: https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf

syockit 2y ago
I'd say to be wary of sharing links to full textbooks unless you are really sure it's posted by the copyright owner. The authors could be best friends with the webmaster and allowed them to post it on their website, but the problem is with the publisher who may not have given consent.
- bookofjoe 2y ago
  I assume you believe Sci-Hub should be shut down. https://litfl.com/sci-hub-pirate-paper-portal/ https://litfl.com/sci-hub-pirate-paper-portal/

kristopolous 2y ago

What do people on here use this stuff for? Are you building out large IT infrastructures? Sorry, this is all very new stuff to me.

quantresearch1 2y ago
In my work, I use Gurobi and other proprietary/free solvers to optimize some objectives big banks care about. It's not uncommon to use solvers in finance to optimize some metrics of a portfolio. A lot of people I have met in conferences optimize their supply chains (think things like: find the best pattern to draw the various pieces of my table in these planks of wood such that it minimizes wastes, find the best route to deliver my 100 packages...)
- kristopolous 2y ago
  Right, the LEAN/TPS application is readily apparent for assembling physical goods. But do people use it say for large scale software which needs to be tested, certified, translated, deployed, etc? I can imagine such orchestration but I've never seen it professionally. Maybe I just haven't worked at the proper companies
- lm7272 2y ago
  initial margin?
  - quantresearch1 2y ago
    SIMM but also SA-CCR, VaR etc
jethkl 2y ago
LPs (and MIPs) are used for scheduling, planning, and logistics. These are some of the earliest applications of LPs, dating to the 1930's and 1940's, and these applications are still relevant. The wikipedia page has a good overview of the history and utility of linear programming. https://en.wikipedia.org/wiki/Linear_programming https://en.wikipedia.org/wiki/Linear_programming