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June 27th, 2017, 10:14 PM   #1
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Any good suggested textbooks for optimisation?

It should have a focus on applications and, ideally, shouldn't require more than linear algebra and basic real analysis as prerequisites. Thanks!
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June 28th, 2017, 03:16 AM   #2
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I'd like a book on optimisation too
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June 28th, 2017, 07:52 AM   #3
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Me three.

Chapter 8 of Matthews and Fink is all i can offer. It is however a numerical approach (which also implies it is application based). I haven't actually covered optimisation before, but this text does well in all other areas for an introduction to numerical methods.
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June 28th, 2017, 09:28 AM   #4
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Quote:
Originally Posted by Joppy View Post
Me three.

Chapter 8 of Matthews and Fink is all i can offer. It is however a numerical approach (which also implies it is application based). I haven't actually covered optimisation before, but this text does well in all other areas for an introduction to numerical methods.
Cool! I'm planning to NA at school later too, though it's a course more focused on proofs. The opti course at my school is notoriously difficult, so I'm probably going to stay away from it and just learn it in my own time - this makes a good textbook especially important for me!

I asked on another site and this book was suggested to me, BTW.
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June 28th, 2017, 09:35 AM   #5
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Originally Posted by 123qwerty View Post
Cool! I'm planning to NA at school later too, though it's a course more focused on proofs. The opti course at my school is notoriously difficult, so I'm probably going to stay away from it and just learn it in my own time - this makes a good textbook especially important for me!

I asked on another site and this book was suggested to me, BTW.
Sweet. Thanks for the link.
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June 28th, 2017, 11:38 AM   #6
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This book fits your stated requirements exactly.

An Introduction to Linear Programming and Game theory

Paul R Thie

Wiley

This book approaches the subject for a linear algebra standpoint, but has lots of real world examples

If you are looking in your library, the subject used to be called Operations Research Techniques which also blends in statistical considerations.

for example

Introduction to Operations Research Techniques

Daellenbach, George and McNickle

Allyn and Bacon (pub)

This book is much more statictical in approach.
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June 28th, 2017, 08:20 PM   #7
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Originally Posted by studiot View Post
This book fits your stated requirements exactly.

An Introduction to Linear Programming and Game theory

Paul R Thie

Wiley

This book approaches the subject for a linear algebra standpoint, but has lots of real world examples

If you are looking in your library, the subject used to be called Operations Research Techniques which also blends in statistical considerations.

for example

Introduction to Operations Research Techniques

Daellenbach, George and McNickle

Allyn and Bacon (pub)

This book is much more statictical in approach.
Cool! The other one only covers convex, not LP, so I guess I could have both by reading both

OR and opti are separate courses at my school though (actually, we have OR I and OR II). The OR courses are said to be way easier than the opti course... My guess is they cover similar grounds but opti being more mathematically rigorous?
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