References on Optimization

• References/course outline/homework/notes from CO466/666 from W05.
• Large-Scale Numerical Optimization, references from course at Stanford given by Mike Saunders.
• Other Texts/Books
  • Nonlinear Programming, by Dimitri P. Bertsekas, 1999, Athena Scientific.
  • Practical Optimization, P.E. Gill, W. Murray, M.H. Wright.
  • Numerical Methods for Unconstrained Optimization and Nonlinear Equations, J.E. Dennis and R.B. Schnabel
  • Nonlinear Programming: theory and algorithms, M.S. Bazaraa, C.M. Shetty, Sherali
  • Linear and Nonlinear Programming, D.G. Luenberger, Second Edition
  • Nonlinear Programming, Peressini, Sullivan, Uhl
  • Practical Methods of Optimization, R. Fletcher
  • Mathematical Programming Methods, G, Zoutendijk
  • Nonlinear Programming, G.P. McCormick
  • Mathematical programming : theory and algorithms, M. Minoux (QA402.5.M5613)
  • Optimization by Vector Space Methods, D.G. Luenberger
  • Convex Analysis, R.T. Rockafellar
  • Theory of Extremal Problems, A.D. Ioffe and V.M. Tihomirov