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Systems Optimization Laboratory

Stanford University
Dept of Management Science and Engineering (MS&E)

Huang Engineering Center

Stanford, CA 94305-4121  USA

Books on Optimization

Books from SOL

  • Richard W. Cottle, Jong-Shi Pang, and Richard E. Stone, The Linear Complementarity Problem, Academic Press, 1992.
    New edition (paperback): Classics in Applied Mathematics, SIAM, Philadelphia, 2009.
  • George B. Dantzig, Linear Programming and Extensions, Princeton University Press, 1998.  First published in 1963 by the Rand Corporation.
  • George B. Dantzig and Mukund N. Thapa, Linear Programming 1: Introduction, Springer-Verlag, 1997.
  • George B. Dantzig and Mukund N. Thapa, Linear Programming 2: Theory and Extensions, Springer-Verlag, 2003.
  • Philip E. Gill, Walter Murray, and Margaret H. Wright, Practical Optimization, Academic Press, 1981.
  • Philip E. Gill, Walter Murray, and Margaret H. Wright, Numerical Linear Algebra and Optimization, Volume 1, Addison-Wesley, 1991.
  • Jon Dattorro, Convex Optimization & Euclidean Distance Geometry, Meboo, 2005.

Books about SOL software