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for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear optimization, convex optimization and quadratic programming, dynamic programming, multicriterial optimizations (did I miss something?)

Thanks, Lucian

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You might be interested in the answers to a similar question on the OR Exchange: or-exchange.com/questions/478 –  Mike Spivey Oct 23 '10 at 18:45

7 Answers 7

Stephen Boyd and Lieven Vandenberghe's book is popular, and available free online: http://www.stanford.edu/~boyd/cvxbook/

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Linear Programming -- A Concise Introduction by Thomas S. Ferguson and other ebooks/lecture notes on Optimization listed in Rod Carvalho's web notebook.

Addendum: The classic and complete book by Hillier and Lieberman Introduction to Operations Research

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If you want books that give a broad introduction to operations research (including optimization, queuing theory etc.)

The classics are:

Operations Research - Ronald Rardin

Operations Research - Wayne Winston

They are excellent from pedagogical point of view.

If you want to get into linear programming, this book is widely regarded to be one of the best:

Linear Programming - Vasek Chvatal.

For nonlinear programming:

Nonlinear programming - Dimitri Bertsekas

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Winston-Operations Research-Applications and Algorithms is a very good book to start with.

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introduction to operation research-Hillier and Libermann They give pretty good motivation for the material being presented

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This fits the bill: http://www.amazon.com/Understanding-Using-Linear-Programming-Universitext/dp/3540306978

J. Matousek even has an EMS prize (among others). Like T. Gowers.

Otherwise i also like the Boyd and Vandenberghe book suggested in another answer, but in my opinion that is not as lucid (has a much wider scope though ofc.).

Another remark about 'Understanding and Using Linear Programming' is that it is very easy - it is aimed at beginners. It's not like number theory where almost any textbook claims to be an 'introduction' - this book means it.

Another obscure book with awful formatting that i like nonetheless is this http://books.google.de/books/about/Least_absolute_deviations.html?id=B1Q_AQAAIAAJ&redir_esc=y

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