Decision Tree forOptimization Software

Decision Tree forOptimization Software

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Tutorials, Books, and a Dictionary Bibliographies interior point optimization a bibliography on interior point methods and integer programming, optimization and matrix theory a bibliography by H. Wolkowicz, Euclidian Distance completion a bibliography by H. Wolkowicz, Quadratic Assignment Problem a bibliography by H. Wolkowicz, Semidefinite Programming a bibliography by H. Wolkowicz, Tutorials and online books A First Course in Linear Optimization an intro to LP with software A Field Guide to Genetic Programming book on general genetic programming LP-book an introduction to linear programming and the simplex method,with online exercises Deterministic Modeling Linear Optimization with Applications Linear Optimization: Theory, methods, and extensions Introduction to linear programming, sensitivity analysis, simplex and interior point methods NEOS-Guide-Optimization-Tree A short introduction into the field of optimization in general with some basic theory and pointers to solvers Convex Optimization book by Stephen Boyd and Lieven Vandenberghe. more material on class webpages. Tutorial on Geometric Programming by Stephen Boyd et al. (PDF) Methods for Non-Linear Least Squares Problems lecture notes by H. B. Nielsen et al Unconstrained Optimization lecture notes by H. B. Nielsen et al Topology Optimization for structural problems, MEMS A course in combinatorial optimization lecture notes by A. Schrijver Knapsack Problems free download of book on topic OR-courses a list of courses covering diverse fields of optimization, operations research, and management science MIP Theory and Practice survey article by Bixby et al Latest Advances in MIP Solvers talk by Bixby et al Integer Programming Software Systems survey comparing CPLEX, XPRESS-MP, LINDO Six Talks on MINLP by Sven Leyffer MIP/PDECON problems by Sven Leyffer Survey on convex MINLP handout and presentation Survey on nonconvex MINLP by Burer and Letchford MINLP survey paper by P. Belotti et al OR-Notes by J. E. Beasley, deterministic and stochastic topics OR Class Notes by M. Trick, integer programming, dynamic programming etc Practical Multiobjective Optimisation introduction with survey of methods Tutorials on Stochastic Programming from the COSP website Introduction to Stochastic Programming from the COSP site Robust control, LMI Various courses by Didier Henrion A list of books Optimization is a very lively area, hence standard textbooks become outdated veryfast. Therefore only a very restricted and certainly subjective list of booksis presented here, mainly extracted from the FAQs initiated by Gregory and presently maintained by R. Fourer. books on or containing a considerable amount of LP theory or practice: Bertsimas, D. and Tsitsiklis, J.: Introduction to Linear Optimization. Athena Scientific, 1997. Graduate-level text on linear programming, network flows, and discrete optimization. Maros, I., Computational Techniques of the Simplex Method Recent comprehensive monograph Dantzig, G. B.: Linear Programming and Extensions, Princeton University Press, 1963. The most widely cited early textbook in the field. Dantzig, George B. and Thapa, Mukund N.: Linear Programming 1: Introduction, Springer Verlag, 1997. Juenger, M. et al.: Mixed Integer Programming Computation, Springer, 2009. 50 Years of Integer Programming 1958-2008. Luenberger, D. G. and Ye, Yinyu: Introduction to Linear and Nonlinear Programming, Springer, 2008. Updated version of an old classic. Well suited for beginners. Nash, S. and Sofer, A.: Linear and Nonlinear Programming, McGraw-Hill, 1996. Roos, C., Terlaky T. and Vial, J. Ph.: Theory and Algorithms for Linear Optimization: An Interior Point Approach. John Wiley, Chichester, 1997. Schrijver, A.: Theory of Linear and Integer Programming, John Wiley, 1999. Advanced,very well written. Vanderbei, R. J.: Linear Programming: Foundations and Extensions. Springer, 1996. Balanced coverage of simplex and interior-point methods. Source code available on-line for all algorithms presented. Williams, H.P., Model Building in Mathematical Programming, John Wiley 1999, 4th edition. Little on algorithms, but excellent for learning what makes a good model. Wright, St. J.: Primal-Dual Interior-Point Methods. SIAM Publications, 1997. Covers theoretical, practical and computational aspects of the most important and useful class of interior-point algorithms. Ye, Yinyu: Interior Point Algorithms: Theory and Analysis. John Wiley, 1997. Kellerer, H. et al: Knapsack Problems. Springer-Verlag, 2003. Now a table of books mainly devoted to nonlinear programming Conn, A.R., Scheinberg, K., and Vicente, L.N.: Introduction to Derivative-Free Optimizati.SIAM:2009. First contemporary comprehensive treatment of optimization without derivatives Avriel, M. and Golany, B.: Mathematical Programming for Industrial Engineers.Marcel Dekker:1996. Contains introductory chaptersto several areas of mathematical optimization. well suited for beginners. Bonnans, J.F., Gilbert, J.C., Lemarechal, C., Sagastizabal, C.A.: Numerical Optimization (2nd edition).Springer: 2006. Both theory and details on implementations; nonsmooth optimization, interior-point methods etc. Bertsekas, Dimitri P.: Nonlinear Programming, second edition. Athena Scientific, 1999. Bjoerck, Ake : Numerical methods for least squares problems. Philadelphia, SIAM 1996.Very well written book with lots of nonstandard information. Dennis, E. and Schnabel, B.: Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice Hall, 1983. (reprinted by SIAM) (a classic in its field). Dempe, Stephan: Foundations of Bilevel Programming, Springer Verlag, 2002.Bilevel programming, Theory and algorithms. Du, D.-Z. and Pardalos, P.: Minimax and Applications. Springer, 1995. Fiacco, A. and McCormick, G. P.: Sequential Unconstrained Minimization Techniques. reprinted by SIAM. (A classic from 1968, given new life by the interior point LP methods.) Fletcher, R.: Practical Methods of Optimization. John Wiley, 2000. "The"reference at the date of its printing. Gill, Ph.E., Murray, W. and Wright, M.: Practical methods of optimization.New York:Acad. Press 1982 (a bit dated with respect to methods,but with many hints for practitioners) M. Locatelli and F. Schoen: Global OptimizationTheory, Algorithms, and Applications Th. Weise: Global Optimization Algorithms - Theory and Application downloadable Hansen, E, and G.W. Walster: Global Optimization Using Interval Analysis. Dekker, 2003. (second edition) Horst R., Pardalos P., and Thoai, V.: Introduction to global optimization. Springer, 1995. Horst R. and Pardalos P.: Handbook of Global Optimization. Springer, 1994. Kelley, C.T.: Iterative methods of optimization. Philadelphia: SIAM 1999 downloadable. Kelley, C.T.: Iterative methods for Linear and Nonlinear Equations. Philadelphia: SIAM 1995 downloadable. Miettinen,K.: Nonlinear Multiobjective Optimization, Springer. 1999. More, J.J. and Wright, St.: Optimization Software Guide. SIAM, 1993. Containsoverview and comments existing software, mainly commercial. Nemhauser, G.L., Rinnooy Kan,A.H.G. and Todd, M.J.: Optimization. (Handbook in Operations Research and Management Science Vol I). North Holland, 1989.Contains excellent introductions to severals areas of optimization. Nocedal, J. and Wright, St.: Numerical Optimization, 2nd ed.. Springer Verlag, 2006.Very well written modern introduction into continuous optimization. Pinter, J.D.: Global Optimization in Action. Springer, 1996. Book received 2000 INFORMS Computing Society Prize Pinter, J.D.: Computational Global Optimization in Nonlinear Systems. Lionheart Publ., 2001. short e-book, demo software included Pinter, J.D.: Global Optimization with Maple, Maplesoft. interactive e-book Spellucci, P.: Numerische Verfahren der nichtlinearen Optimierung. Birkhäuser,Basel 1993 (in German) Sergeyev, Y. D., Strongin, R. G. and Lera, D.: Introduction to Global Optimization Exploiting Space-Filling Curves, Springer 2013 Tawarmalani, M. and Sahinidis, N. V.: Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming. Springer, 2002. Based on BARON software. Books on computational/automatic differentiation Corliss, G. et al (eds.): Automatic Differentiation of Algorithms: From Simulation to OptimizationSpringer 2002; Survey chapter, extensive applications chapters, and bibliography Bücker, M. et al (eds.): Automatic Differentiation - Applications, Theory and ImplementationsSpringer 2006; covers the state of the art in automatic differentiation theory and practice Griewank, A. and Walther, A. : Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Second EditionSIAM 2008 Non-classical techniques and constraint programming Special Issue on the Next 10 Years of Constraint Programming, downloadable (2007),Intro and five articles Roberto Battiti, Mauro Brunato and Franco Mascia: Reactive Search and Intelligent Optimization, downloadable (2007),integrates machine learning techniques Dorigo, M., and Stützle, Th.: Ant Colony Optimization, MIT Press, 2004:comprehensive coverage of this metaheuristic includingsoftware Corne D., Dorigo, M., and Glover, F.: New Ideas in Optimization:Chapters on various methods: Simulated Annealing, Genetic Programming, Tabu Search, Differential Evolution etc Michalewicz, Z., Fogel, D.B.: How to Solve It: Modern Heuristics, Springer Verlag 2000 Siarry, P. and Michalewicz, Z.: Advances in Metaheuristics for Hard Optimization, Springer Verlag 2007