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Nonlinear Programming >> Content Detail



Study Materials



Readings

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Required Text

Amazon logo Bertsekas, Dimitri P. Nonlinear Programming. 2nd ed. Athena Scientific Press, 1999. ISBN: 1886529000.


Recommended Alternate Text

Amazon logo Bazaraa, Mokhtar S., Hanif D. Sherali, and C. M. Shetty. Nonlinear Programming: Theory and Algorithms. New York: John Wiley & Sons, 1993. ISBN: 0471557935.


Background Reading in Linear Programming and Real Analysis

Linear Programming

For those students who have not had any exposure to linear programming, it is recommended that you read the following sections from one of the following two texts:

Amazon logo Luenberger, David G. Linear and Nonlinear Programming. 2nd ed. Reading, MA: Addison Wesley, 1984. ISBN: 0201157942.

  • Chapter 2: Sections 2.1-2.5
  • Chapter 3: Sections 3.1-3.5, 3.7
  • Chapter 4: Sections 4.1-4.4

Or: Amazon logo Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Athena Scientific Press, 1997. ISBN: 1886529191.

  • Chapter 1: Sections 1.1, 1.2, 1.4
  • Chapter 2: Sections 2.1, 2.2
  • Chapter 3: Sections 3.1, 3.2, 3.5
  • Chapter 4: Sections 4.1, 4.2, 4.3

Analysis

For those students who have not had any exposure to real analysis, you should read the following sections of the text:

Amazon logo Rudin, Walter. Principles of Mathematical Analysis. 3rd ed. McGraw-Hill, 1976. ISBN: 007054235X.

  • Chapter 2: pp. 24-43 (the whole chapter)
  • Chapter 3: pp. 47-61
  • Chapter 4: pp. 83-95

 








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