General Bibliography on Optimization

• Ahuja, R. K., T. L. Magnanti and J. B. Orlin, Network Flows. Theory, Algorithms and Applications, Prentice Hall, Englewood Cliffs, NJ (1993).
• Avriel, M., Nonlinear Programming: Analysis and Methods, Prentice-Hall, Englewood Cliffs, NJ (1976).
• Bazaraa, M. S., H. D. Sherali, and C. M. Shetty, Nonlinear Programming, 2nd ed., John Wiley, New York, NY (1993).
• Bertsekas, D. P., Nonlinear Programming, Athena Scientific, Boston, MA (1995).
• Birge, J. R. and F. Louveaux, Introduction to Stochastic Programming, Springer, New York, NY (1997).
• Brooke, A., D. Kendrick and A. Meeraus, GAMS. A User's Guide, The Scientific Press, Redwood City (1988).
• Chvatal, V., Linear Programming, W. H. Freeman and Company, New York, NY (1983).
• Dantzig, G. B., Linear Programming and Extensions, Princeton University Press, Princeton, NJ (1963).
• Gill, P. E., W. Murray, and M. H. Wright, Practical Optimization, Academic Press, London (1989).
• Gondran, M., and M. Minoux, Graphs and Algorithms, Wiley-Interscience, Norwich, UK (1986).
• Horst, R., P. M. Pardalos and N. V. Thoai, Introduction to Global Optimization, Kluwer Academic Publishers, Dordrecht (1995).
• Horst, R. and H. Tuy, Global Optimization: Deterministic Approaches, 3rd ed., Springer Verlag, Heidelberg (1996).
• Kall, P. and S. W. Wallace, Stochastic Programming, John Wiley & Sons, Chichester, England (1994).
• Liebman, J., L. Lasdon, L. Schrage, and A. Waren, Modeling and Optimization with GINO, Scientific Press, Palo Alto (1986).
• Minoux, M., Mathematical Programming. Theory and Algorithms, Wiley, New York (1986).
• Nemhauser, G. L., and L. A. Wolsey, Integer and Combinatorial Optimization, Wiley, New York, NY (1988).
• Nesterov, Y. and A. Nemirovskii, Interior-Point Polynomial Algorithms in Convex Programming, SIAM, Philadelphia, PA (1994).
• Papadimitriou, C. H., and K. Steiglitz, Combinatorial Optimization. Algorithms and Complexity, Prentice Hall, Englewood Cliffs, NJ (1982).
• Rockafellar, R. T., Convex Analysis, Princeton University Press, Princeton, NJ (1970).
• Rockafellar, R. T. and R. J.-B. Wets, Variational Analysis, Springer-Verlag, Berlin, Germany (1998).
• Schrage, L., Optimization Modeling with LINDO, Duxbury Press, 5th ed., Pacific Grove, CA (1997).
• Williams, H. P., Model Building in Mathematical Programming, Wiley-Interscience (1978).