Introduction to Linear Optimization
by Dimitris Bertsimas, John N. Tsitsiklis · first published 1997
75% recommend25% neutral
This book provides a unified, insightful, and modern treatment of linear optimization, that is, linear programming, network flow problems, and discrete optimization. It includes classical topics as well as the state of the art, in both theory and practice.
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…Machine learning research also reposes on optimization theory. A good starting book on linear optimization that will prepare you for convex optimization: 8.) Bertsimas, D. and Tsitsiklis, J. (1997). "Introduction to Linear Optimization" Athena. And then you can graduate to: 9.) Boyd, S. and Vandenberghe, L. (2004). "Convex Optimization" Cambridge. Getting a full understanding of algorithmic linear algebra is also important.…
on “Learning About Statistical Learning” ↗…Tsitsiklis [5]. For mixed integer linear optimization: Wolsey [6], Nemhauser and Wolsey [7], and Conforti et al. [8]. [4] V. Chvátal, Linear Programming. MacMillan 1983. [5] D. Bertsimas, J.N. Tsitsiklis. Introduction to linear optimization. Vol. 6. Belmont, MA: Athena Scientific, 1997. [6] L.A. Wolsey (1998). Integer programming (Vol. 42). New York: Wiley. [7] L.A. Wolsey, G.L. Nemhauser. Integer and combinatorial optimization. John Wiley…
on “Linear Programming: How Does It Work?” ↗For linear programming I much preferred the Bertsimas/Tsitsiklis (Introduction to Linear Optimization). Not free, but if you look at the first couple Google result you may get nice surprises.
on “Ask HN: Literature for mathematical optimization?” ↗…Laurence A. Wolsey Integer and Combinatorial Optimization by Laurence A. Wolsey, George L. Nemhauser Large Scale Linear and Integer Optimization: A Unified Approach by Richard Kipp Martin Introduction to Linear Optimization by Dimitris Bertsimas, John N. Tsitsiklis Understanding and Using Linear Programming by Jiri Matousek, Bernd Gärtner Theory of Linear and Integer Programming by Alexander Schrijver are also provided…
on “Discrete Optimization course begins today” ↗