Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Does anyone knows a book about optimization that starts from the very basic calculus optimization, i've searched for it but they sometimes assume you have that basic knowledge, starting from linear optimization, quadratic optimization and lagrange multipliers.

share|improve this question
    
what kind of optimization?? –  Alex R. Apr 15 '12 at 4:39
    
may be Lagrange Multiplier would do? –  FiniteA Apr 15 '12 at 7:03
add comment

3 Answers 3

I recommend the following books in ascending order

Stage 1

Winston, WL 2004, Operations research: applications and algorithms, 4th edn, Thomson Brooks/Cole, Australia. Hillier, F & Lieberman, G 2005, Introduction to operations research, 8th edn, McGraw-Hill, Boston.

Kolman, B & Beck, R 1995, Elementary linear programming with applications, 2nd edn, Academic Press, San Diego.

Taha, HA 2006, Operations research: an introduction, 8th edn, Prentice-Hall, Upper Saddle River, NJ.

Stage 2

Stephen Boyd's Convex Optimization

share|improve this answer
add comment

I think this one is a good introductory book about optimization:

  • Sundaram, R.K., A First Course in Optimization Theory, Cambridge University Press, 1996.

It starts with mathematical preliminaries and goes through optimization in $R^n$, unconstrained optima, equality constraints and the Theorem of Lagrange, inequality constraints and the Theorem of Kuhn and Tucker, convex structures and so forth.

You can find it on Amazon or Google books, for example, and give a look at the complete table of contents.

share|improve this answer
add comment

This is, by far, the best Linear Programming introduction (and more):

Chvátal, V. (1983). Linear Programming. W.H. Freeman. ISBN 978-0716715870.

share|improve this answer
    
Understanding and Using Linear Programming Jiri Matoušek, Bernd Gärtner (2007) - less shrubbery. –  Peter Sheldrick Aug 14 '12 at 13:46
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.