Readings

Required Text

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

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:

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: 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:

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

Course Info

Learning Resource Types

theaters Lecture Videos
notes Lecture Notes