Here is a list of popular books on optimization and optimization modeling.
The description is mainly taken from the back cover or the web site for
each book. You can click on the links to get to the reference page on
Amazon where the book is offered.
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Introduction to Operations Research, 7th Edition
Frederick S. Hillier, Gerald J. Lieberman
McGraw-Hill
This classic, best-selling text has been updated to include more examples and many new
problems and applications, based on a market research survey of users and nonusers.
The tutorial software available with the book has been revised and improved. Exceptionally
clear in its presentation, this book offers comprehensive coverage of operations research,
along with realistic examples and problems.
Contents include an overview of the operations research modeling approach, an introduction to
linear programming, the theory of the simplex method, network optimization models, nonlinear
programming, decision analysis, and more.
The CD that comes with the book contains the student version of MPL Modeling System
and the CPLEX solver, the MPL On-line Tutorial, and relevant examples from
the text modeled in MPL.
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Operations Research : Applications and Algorithms, 4th Edition
Wayne L. Winston
Duxbury/Thomson Learning
Forward thinking in approach, this book emphasizes model-formulation and model-building skills.
Winston includes material for a three-semester course, organized into self-contained units that
provide flexibility in selecting material. Requiring a background in calculus, linear algebra,
and statistics, Operations Research offers comprehensive coverage for applications-oriented
courses in linear or mathematical programming and stochastic and probabilistic models and
processes at the undergraduate and graduate level.
Emphasizes model-formulation and model-building skills as well as interpretation of
computer software output. Includes over 200 examples of models many of which have
been formulated in MPL and are available as a part of the
MPL Model Library.
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Model Building in Mathematical Programming, 4th Edition
H. P. Williams
Wiley
This book discusses the general principles of model building in mathematical programming
and shows how they can be applied by using simplified but practical problems in management
science and operations research. Suggested formulations and solutions are given the latter
part of the book together with computational experience to give the reader a feel for the
computation difficulty of solving that particular type of model.
Aimed at undergratuates, postgraduates, research students and managers, this book illustrates
the scope and limitations of mathematical programming, and shows how it can be applied to
real situations. By emphasizing the importance of the building and interpretation of
models rather than the solution process, the author attempts to fill a gap left by the
many works which concentrate on the algorithmic side of the subject.
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VBA for Modelers, Developing Decision Support Systems with Microsoft Excel
S. Christian Albright
Duxbury/Thomson Learning
Self-contained and extremely practical, VBA for Modelers guides you in developing
customized decision support systems for the important business problems you face.
The book gives students and professionals the ability to integrate spreadsheet models
with the power and flexibility of Microsoft Excel's Visual Basic for Applications (VBA).
The first half of the book is a helpful primer, which covers the basics of VBA.
Following the primer, you will learn how VBA and Excel can be used to create specific
decision support applications based upon those found in the best-selling Practical
Management Science, such as: Employee scheduling, transportation logistics, capital
budgeting, pricing american and european options, and portfolio optimization.
This book features a companion Web site that provides detailed explanations of
the subprograms and releated information.
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Practical Management Science: Spreadsheet Modeling and Applications, 2nd Edition
Wayne L. Winston, S. Christian Albright, Mark Nathan Broadie
Duxbury/Thomson Learning
Winston and Albright's Practical Management Science, became a best-seller in
spreadsheet-based management science courses in its First Edition. The Second Edition
continues to build on their highly successful approach of teaching by example while using
spreadsheets to model a wide variety of business problems. The authors show the relevance
of topics through numerous examples of real-world implementation of management science.
This text is the ideal solution for people who want to teach by example and who want to
solve real problems with spreadsheets and use professional spreadsheet add-ins. The authors
use relatively simple examples including breakeven analysis and managerial economics to help
students develop an intuition on how to use spreadsheets for modeling as well as showing the
benefits of this approach. Many new examples are included from finance, marketing, and
operations management. New add-ins provide students with the most up-to-date tools for solving
problems.
Contents of the book, include linear programming models, network models, linear
optimization models with integer variables, nonlinear optimization models, inventory models,
queueing models, regression analysis, and more.
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Introduction to Management Science:
A Modeling and Case Studies Approach With Spreadsheets
Frederick S. Hillier, Mark S. Hillier, Gerald J. Lieberman
McGraw-Hill
This textbook relies less on algorithmic rigor and more on practical relevance to business students.
Relying heavily on case studies to provide a business context for their discussion, the authors have
likewise made extensive use of Microsoft Excel, the tool of choice for business practitioners,
to construct and analyze the models that the authors employ throughout.
The authors believe that model formulation, to aid and support business decision making, lies at
the heart of management science methodology.
utilizing these three elements -- case studies, spreadsheets, and modeling -- the authors have devised
an innovative approach to teaching management science that is truly relevant to today's business students.
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An Introduction to Management Science : Quantitative Approaches to Decision Making
David R. Anderson, Dennis J. Sweeney, Thomas A. Williams, j Loucks
Applications-oriented introduction to the role of management science in decision-making.
Best-selling text in the market. Blends problem formulation, managerial interpretation,
and math techniques with an emphasis on problem solving. Problem-scenario approach introduces
quantitative procedures through situations that include both problem formulation and technique
application.
''Management Science in Practice'' features demonstrate how techniques have been
successfully applied by companies like Kodak and Upjohn. ''Management Science in Action''
vignettes, new to this edition, provide brief overviews of how chapter material has been used
successfully in practice. Unique ''Notes & Comments'' sections provide warnings, limitations,
recommended applications, and other tips.
Extensive linear programming coverage includes
problem formulation, computer solution, and practical application. Text covers transportation,
assignment, and the integer programming extension of linear programming, as well as advanced
topics like waiting line problems, simulation, and decision analysis. Large selection of
problems includes self-test problems with complete solutions and 20 case problems.
Spreadsheet appendices added to this edition.
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Introduction to Linear Optimization
Dimitris Bertsimas, John N. Tsitsiklis
This book provides a unified, insightful, and modern treatment of linear optimization,
that is, linear programming, network flow problems, and discrete optimization. It includes
classical topics as well as the state of the art, in both theory and practice.
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Spreadsheet Modeling and Decision Analysis
Cliff T. Ragsdale
A text/CD-ROM package providing an introduction to the most commonly used management science
techniques, showing how these tools can be implemented using Microsoft Excel. Unique features
include use of algebraic formulations and spreadsheets together to develop conceptual thinking,
emphasis on model formulation and interpretation rather than algorithms, and realistic examples
with step-by-step instructions. Includes chapter questions, problems, and cases. The CD-ROMs
contain trial and full versions of software, plus spreadsheet files. This edition offers new
discussions of data envelopment analysis, genetic algorithms, simulation, and sensitivity
analysis techniques. For students familiar with basic Windows and spreadsheet concepts.
Cliff Ragsdale is an innovator of the spreadsheet teaching revolution and is highly
regarded in the field of management science. This new edition of Spreadsheet Modeling and
Decision Analysis provides instruction in the most commonly used management science techniques
and shows how these tools can be implemented using the most current version of Microsoft Excel
for Windows. This text also focuses on developing both algebraic and spreadsheet modeling skills.
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Network Flows: Theory, Algorithms, and Applications
Ravindra K. Ahuja, Thomas L. Magnanti, James B. Orlin
A comprehensive introduction to network flows that brings together the classic and the
contemporary aspects of the field, and provides an integrative view of theory, algorithms,
and applications.
Bringing together the classicand the contemporary aspects of the field, this comprehensive
introduction to network flowsprovides an integrative view of theory,algorithms, and applications.
It offers in-depth and self-contained treatmentsof shortest path, maximum flow, and minimum
costflow problems, including a description of new andnovel polynomial-time algorithms for these
coremodels. For professionals workingwith network flows, optimization, and networkprogramming.
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Linear Programming and Extensions
George B. Dantzig
In real-world problems related to finance, business, and management, mathematicians
and economists frequently encounter optimization problems. First published in 1963,
this classic work looks at a wealth of examples and develops linear programming methods for
solutions. Treatments covered include price concepts, transportation problems, matrix methods,
and the properties of convex sets and linear vector spaces.
George B. Dantzig is Professor Emeritus in the Department of Engineering-Economic Systems
and Operations Research at Stanford University.
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Linear Programming 1 : Introduction
Mukund N. Thapa, George B. Dantzig
This book provides a comprehensive introduction to linear programming which encompasses
all the major topics students will encounter in courses on the subject. The authors aim to
teach both the underlying mathematical foundations and how these ideas are implemented in
practice. The book illustrates all the concepts with both worked examples and plenty of
exercises. In addition, Windows software is provided with the book so that students can try
out numerical methods using the examples and exercises and hone their skills in interpreting
the results. As a result, this will make an ideal textbook for all those coming to the subject
for the first time. Authors'note: A problem recently found with the software is due to a bug in
Formula One, the third party commercial software package that was used for the development of
the interface. It occurs when the date currency, etc. format is set to a non-United States
version. Please try setting your computer date/currency option to the United States.
The new version of Formula One, when ready, will be posted on WWW.
Provides a simple introduction to the various tools - models, algorithms, and software
in the context of linear programming. Covers simplex and interior-point methods, duality,
equivalent formulations, network flow theory and linear algebra and linear equations.
CD ROM included. DLC: Linear programming.
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Management Science and Decision Technology
Jeffrey D. Camm, James R. Evans
The focus of this book is on using data and spreadsheet models effectively for the analysis
of business problems and decision making. Included are discussions of building good spreadsheet
models; data collection, visualization, and statistical analysis; forecasting; optimization
using Excel Solver; decision and risk analysis; and simulation using Crystal Ball add-in for
Excel and Arena BE. The principal focus is on gaining insight and intuition for better decisions,
with applications in operations planning, finance, and marketing.
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Introduction to the Mathematics of Operations Research
Kevin J. Hastings
Nice text for advanced undergraduates and beginning graduate students provides review, from
the viewpoint of "operations research" and its (diverse) applications, of graph theory,
linear programming, stochastic processes and dynamic programming, and of related material.
The seven chapters are punctuated at frequent intervals by examples, and terminate with long
lists of exercises. Clearly written, cleanly produced and useful, with essential references.
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Quantitative Analysis for Management
Charles P. Bonini, Warren H. Hausman, Harold Bierman
This text may be used in a required or elective quantitative analysis course at the Junior level
or first year MBA. It also may be used for an elective course in Modeling and Analysis, Decision
Sciences or Management Science.
A major new feature of the book is the use of the Excel speadsheet throughout. It is a very
spreadsheet friendly text. Model building, Mathematical Programming (using Excel Solver),
Simulation, and other spreadsheet applications are included.
As indicated, the book was revised in a modular format for custom publishing options.
Chapters are self contained. Sections of the book, or individual chapters from other
books using Irwin/McGraw Hill custom publishing options.
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Operations Research : Deterministic Optimization Models
Katta G. Murty
Murty's study of optimization methods and applications has a two-fold objective:
(1) to present techniques for and examples of modeling various real-world decision-making
problems using appropriate mathematical models, and (2) to present a comprehensive treatment
of the various types of algorithms to solve a wide variety of programming models, with
explanations of how each algorithm works and what useful conclusions can be drawn from its
output.
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Linear Programming
Katta G. Murty
A comprehensive, up-to-date text on linear programming. Covers all practical modeling,
mathematical, geometrical, algorithmic, and computational aspects. Surveys recent
developments in the field, including the Ellipsoid method. Includes extensive examples and
exercises. Designed for advanced undergraduates or graduates majoring in engineering,
mathematics, or business administration.
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An Illustrated Guide to Linear Programming
Saul I. Gass
Linear programming is an extremely effective problem-solving tool, with applications in
business, agriculture, government, manufacturing, transportation, engineering and many other
areas. This very readable book presents an elementary introduction to linear programming in a
refreshing, often humorous style. Requiring no math beyond high-school algebra, the book shows
how linear programming can help anyone reach the optimum solution for a host of diverse problems.
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Data Analysis and Decision Making With Microsoft Excel
S. Christian Albright, Wayne L. Winston, Christopher Zappe
A text/CD-ROM package with a practical rather than theoretic orientation, for students
majoring in business, finance, marketing, and operations management. Illustrates different
types of statistical methods for analyzing data sets, focusing on analytical methods that are
useful in decision making. Material is example-driven and spreadsheet-based, with virtually
no emphasis on hand (or hand calculator) calculations. Includes chapter problems and case
studies. The CD-ROM contains Microsoft Excel's DecisionTools Suite.
In response to the growing market trend in quantitative education, Albright,
Winston, and Zappe's integrated business-statistics and management- science text
presents core statistics and management-science methods in a modern, unified
spreadsheet-oriented approach. With a focus on analyzing, not on techniques, the book
covers business statistics with some essential managerial- science topics included.
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