Multi-objective optimisation methods I have recently encountered a few problems concerning the optimisation (maximization or minimization) of one or more functions under some constraints. Are there any good introductory tutorials or books about this kind of optimisation problem? I want to learn more about it.
Thanks.
 A: "Convex Optimization", as noted in the comment by littleO is indeed a great reference.  A convex optimization problem involves minimizing a convex objective function over a convex set.  If the function is concave, no problem, just maximize instead.  The convexity of the feasible set ensures that a local optimimum is indeed a global optimum.  Convex optimization covers some important well-studied classes of problems such as linear programming (which involves a linear objective function and a linear constraints), quadratic programming (quadratic objective function, linear constraints), semi-definite programming, etc.
If you are dealing with problems with discrete (integer) variables, which is the case for many real world problems then you do not have a convex optimization problem, and the problem is much harder.  Then I would refer you to Optimization Over Integers by Bertsimas and Weismantel (here).  I would also recommend the ongoing Discrete Optimization online course at Coursera (here).
