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June 27th, 2017, 09:14 PM  #1 
Senior Member Joined: Dec 2012 From: Hong Kong Posts: 853 Thanks: 311 Math Focus: Stochastic processes, statistical inference, data mining, computational linguistics  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! 
June 28th, 2017, 02:16 AM  #2 
Senior Member Joined: Apr 2014 From: Glasgow Posts: 2,049 Thanks: 680 Math Focus: Physics, mathematical modelling, numerical and computational solutions 
I'd like a book on optimisation too 
June 28th, 2017, 06:52 AM  #3 
Senior Member Joined: Feb 2016 From: Australia Posts: 1,322 Thanks: 452 Math Focus: Yet to find out. 
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. 
June 28th, 2017, 08:28 AM  #4  
Senior Member Joined: Dec 2012 From: Hong Kong Posts: 853 Thanks: 311 Math Focus: Stochastic processes, statistical inference, data mining, computational linguistics  Quote:
I asked on another site and this book was suggested to me, BTW.  
June 28th, 2017, 08:35 AM  #5  
Senior Member Joined: Feb 2016 From: Australia Posts: 1,322 Thanks: 452 Math Focus: Yet to find out.  Quote:
 
June 28th, 2017, 10:38 AM  #6 
Senior Member Joined: Jun 2015 From: England Posts: 662 Thanks: 187 
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. 
June 28th, 2017, 07:20 PM  #7  
Senior Member Joined: Dec 2012 From: Hong Kong Posts: 853 Thanks: 311 Math Focus: Stochastic processes, statistical inference, data mining, computational linguistics  Quote:
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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