Operations research book to start with

for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear optimization, convex optimization and quadratic programming, dynamic programming, multicriterial optimizations (did I miss something?)

Thanks, Lucian

Solution 1:

Stephen Boyd and Lieven Vandenberghe's book is popular, and available free online: http://www.stanford.edu/~boyd/cvxbook/

Solution 2:

Linear Programming -- A Concise Introduction by Thomas S. Ferguson and other ebooks/lecture notes on Optimization listed in Rod Carvalho's web notebook.

Addendum: The classic and complete book by Hillier and Lieberman Introduction to Operations Research

Solution 3:

If you want books that give a broad introduction to operations research (including optimization, queuing theory etc.)

The classics are:

Operations Research - Ronald Rardin

Operations Research - Wayne Winston

They are excellent from pedagogical point of view.

If you want to get into linear programming, this book is widely regarded to be one of the best:

Linear Programming - Vasek Chvatal.

For nonlinear programming:

Nonlinear programming - Dimitri Bertsekas

Solution 4:

Here is a compilation of books taken from OR-Exchange.

http://industrialengineertools.blogspot.com/2010/08/favorite-operations-research-books-from.html