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?)
Stephen Boyd and Lieven Vandenberghe’s book is popular, and available free online:
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
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
Here is a compilation of books taken from OR-Exchange.
Winston-Operations Research-Applications and Algorithms is a very good book to start with.
introduction to operation research-Hillier and Libermann
They give pretty good motivation for the material being presented
J. Matousek even has an EMS prize (among others). Like T. Gowers.
Otherwise i also like the Boyd and Vandenberghe book suggested in another answer, but in my opinion that is not as lucid (has a much wider scope though ofc.).
Another remark about ‘Understanding and Using Linear Programming’ is that it is very easy – it is aimed at beginners. It’s not like number theory where almost any textbook claims to be an ‘introduction’ – this book means it.
Another obscure book with awful formatting that i like nonetheless is this http://books.google.de/books/about/Least_absolute_deviations.html?id=B1Q_AQAAIAAJ&redir_esc=y