Cornell University Computational Optimization Open Textbook |
very comprehensive source for optimization and applications |

A First Course in Linear Optimization |
an intro to LP with software |

Global Optimization Algorithms – Theory and Application – |
book on heuristic methods |

A Field Guide to Genetic Programming |
book on general genetic programming |

LP-book |
an introduction to linear programming and the simplex method, with online exercises |

Deterministic Modeling |
Linear Optimization with Applications |

Linear Optimization: Theory, methods, and extensions |
Introduction to linear programming, sensitivity analysis, simplex and interior point methods |

NEOS-Optimization-Guide |
A comprehensive guide with intro, algorithms, resources |

Convex Optimization |
book by Stephen Boyd and Lieven Vandenberghe. more material on class webpages. |

Tutorial on Geometric Programming |
by Stephen Boyd et al. (PDF) |

Various lectures by Hans Bruun Nielsen |
optimization, least squares etc |

Topology Optimization |
for structural problems, MEMS |

A course in combinatorial optimization |
lecture notes by A. Schrijver |

Knapsack Problems |
free download of book on topic |

MIP Theory and Practice |
survey article by Bixby et al |

Latest Advances in MIP Solvers |
talk by Bixby et al |

Integer Programming Software Systems |
survey comparing CPLEX, XPRESS-MP, LINDO |

Six Talks on MINLP |
by Sven Leyffer |

MIP/PDECON problems |
by Sven Leyffer |

Survey on convex MINLP |
handout and presentation |

Survey on nonconvex MINLP |
by Burer and Letchford |

MINLP survey paper |
by P. Belotti et al |

OR-Notes |
by J. E. Beasley, deterministic and stochastic topics |

Tutorials on Stochastic Programming |
from the COSP website |

Introduction to Stochastic Programming |
from the COSP site |

Robust control, LMI |
Various courses by Didier Henrion |

Optimization is a very lively area, hence standard textbooks become outdated very fast. Therefore only a very restricted and certainly subjective list of books is presented here, mainly extracted from the FAQs initiated by Gregory and presently maintained by R. Fourer.

Books on or containing a considerable amount of LP theory or practice:

* Bertsimas, D. and Tsitsiklis, J.: Introduction to Linear Optimization. Athena Scientific, 1997.*

Graduate-level text on linear programming, network flows, and discrete optimization.

* Maros, I., Computational Techniques of the Simplex Method*

Recent comprehensive monograph

* Dantzig, G. B.: Linear Programming and Extensions, Princeton University Press, 1963*

The most widely cited early textbook in the field.

* Dantzig, George B. and Thapa, Mukund N.: Linear Programming 1: Introduction, Springer Verlag, 1997*

* Juenger, M. et al.: Mixed Integer Programming Computation, Springer, 2009*

50 Years of Integer Programming 1958-2008

* Luenberger, D. G. and Ye, Yinyu: Introduction to Linear and Nonlinear Programming, Springer, 2008*

Updated version of an old classic. Well suited for beginners

* Nash, S. and Sofer, A.: Linear and Nonlinear Programming, McGraw-Hill, 1996*

* Schrijver, A.: Theory of Linear and Integer Programming, John Wiley, 1999*

Advanced, very well written

* Vanderbei, R. J.: Linear Programming: Foundations and Extensions. Springer, 1996*

Balanced coverage of simplex and interior-point methods. Source code available on-line for all algorithms presented.

* Williams, H.P., Model Building in Mathematical Programming, John Wiley 1999, 4th edition*

Little on algorithms, but excellent for learning what makes a good model

* Wright, St. J.: Primal-Dual Interior-Point Methods. SIAM Publications, 1997*

Covers theoretical, practical and computational aspects of the most important and useful class of interior-point algorithms

* Ye, Yinyu: Interior Point Algorithms: Theory and Analysis. John Wiley, 1997*

* Kellerer, H. et al: Knapsack Problems. Springer-Verlag, 2003*

Now a table of books mainly devoted to nonlinear programming

* Conn, A.R., Scheinberg, K., and Vicente, L.N.: Introduction to Derivative-Free Optimizati. SIAM:2009*

First contemporary comprehensive treatment of optimization without derivatives

* Avriel, M. and Golany, B.: Mathematical Programming for Industrial Engineers. Marcel Dekker:1996*

Contains introductory chapters to several areas of mathematical optimization. well suited for beginners

* Bonnans, J.F., Gilbert, J.C., Lemarechal, C., Sagastizabal, C.A.: Numerical Optimization (2nd edition). Springer: 2006*

Both theory and details on implementations; nonsmooth optimization, interior-point methods etc.

* Bertsekas, Dimitri P.: Nonlinear Programming, second edition. Athena Scientific, 1999*

* Bjoerck, Ake : Numerical methods for least squares problems. Philadelphia, SIAM 1996*

Very well written book with lots of nonstandard information.

* Dennis, E. and Schnabel, B.: Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice Hall, 1983. (reprinted by SIAM)*

a classic in its field

* Dempe, Stephan: Foundations of Bilevel Programming, Springer Verlag, 2002*

Bilevel programming, Theory and algorithms.

* Du, D.-Z. and Pardalos, P.: Minimax and Applications. Springer, 1995*

* Fiacco, A. and McCormick, G. P.: Sequential Unconstrained Minimization Techniques. Reprinted by SIAM*

A classic from 1968, given new life by the interior point LP methods

* Fletcher, R.: Practical Methods of Optimization. John Wiley, 2000.*

"The" reference at the date of its printing.

* Gill, Ph.E., Murray, W. and Wright, M.: Practical methods of optimization. New York:Acad. Press 1982*

a bit dated with respect to methods, but with many hints for practitioners

* M. Locatelli and F. Schoen: Global Optimization*

Theory, Algorithms, and Applications

* Th. Weise: Global Optimization Algorithms - Theory and Application*

downloadable

* Hansen, E, and G.W. Walster: Global Optimization Using Interval Analysis. Dekker, 2003*.

(second edition)

* Horst R., Pardalos P., and Thoai, V.: Introduction to global optimization. Springer, 1995.*

* Horst R. and Pardalos P.: Handbook of Global Optimization. Springer, 1994.*

* Kelley, C.T.: Iterative methods of optimization. Philadelphia: SIAM 1999*

* Kelley, C.T.: Iterative methods for Linear and Nonlinear Equations. Philadelphia: SIAM 1995*

* Miettinen,K.: Nonlinear Multiobjective Optimization, Springer. 1999*

* More, J.J. and Wright, St.: Optimization Software Guide. SIAM, 1993.*

Contains overview and comments existing software, mainly commercial.

* Nemhauser, G.L.: Optimization. (Handbook in Operations Research and Management Science Vol I). North Holland, 1989.*

Contains excellent introductions to severals areas of optimization.

* Nocedal, J. and Wright, St.: Numerical Optimization, 2nd ed.. Springer Verlag, 2006.*

Very well written modern introduction into continuous optimization.

* Pinter, J.D.: Global Optimization in Action. Springer, 1996.*

Book received 2000 INFORMS Computing Society Prize

* Pinter, J.D.: Computational Global Optimization in Nonlinear Systems. Lionheart Publ., 2001.*

short e-book, demo software included

* Pinter, J.D.: Global Optimization with Maple, Maplesoft.*

interactive e-book

* Tawarmalani, M. and Sahinidis, N. V.: Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming. Springer, 2002.*

Based on BARON software.

* Corliss, G. et al (eds.): Automatic Differentiation of Algorithms: From Simulation to Optimization*

Springer 2002; Survey chapter, extensive applications chapters, and bibliography

* Bücker, M. et al (eds.): Automatic Differentiation - Applications, Theory and Implementations*

Springer 2006; covers the state of the art in automatic differentiation theory and practice

* Special Issue on the Next 10 Years of Constraint Programming, downloadable (2007),*

Intro and five articles

* Roberto Battiti, Mauro Brunato and Franco Mascia: Reactive Search and Intelligent Optimization, downloadable (2007),*

integrates machine learning techniques

* Dorigo, M., and Stützle, Th.: Ant Colony Optimization,*

MIT Press, 2004: comprehensive coverage of this metaheuristic including software

* Corne D., Dorigo, M., and Glover, F.: New Ideas in Optimization:*

Chapters on various methods: Simulated Annealing, Genetic Programming, Tabu Search, Differential Evolution etc

* Michalewicz, Z., Fogel, D.B.: How to Solve It: Modern Heuristics,*

Springer Verlag 2000

* Siarry, P. and Michalewicz, Z.: Advances in Metaheuristics for Hard Optimization,*

Springer Verlag 2007