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?)


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Stephen Boyd and Lieven Vandenberghe’s book is popular, and available free online:

Linear ProgrammingA 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

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

This fits the bill: http://www.amazon.com/Understanding-Using-Linear-Programming-Universitext/dp/3540306978

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