Systems Optimization Laboratory

Books on Optimization

• Martin Grötschel (editor), Optimization Stories, Documenta Mathematica, Extra Volume, 2012.
  21st International Symposium on Mathematical Programming, Berlin, Aug 19-24, 2012.

  Includes articles by former SOL members:

  • Richard W. Cottle, William Karush and the KKT Theorem, pp. 255-269.
  • Margaret H. Wright, Nelder, Mead, and the Other Simplex Method, pp. 271-276.
  • Robert Fourer, On the Evolution of Optimization Modeling Systems, pp. 377-388.

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.
• Dattorro, Convex Optimization † Euclidean Distance Geometry 2ε, Meboo, 2019.

Books about SOL software

• Bruce A. Murtagh, Michael A. Saunders, Walter Murray, and Philip E. Gill, GAMS/MINOS Solver Manual, GAMS Development Company, 2008.

• Philip E. Gill, Walter Murray, Michael A. Saunders, and Arne Drud, GAMS/SNOPT Solver Manual, GAMS Development Company, 2008.

• Robert Fourer, David M. Gay, and Brian W. Kernighan, AMPL: A Modeling Language for Mathematical Programming, Brooks/Cole Publishing Company / Cengage Learning, 2002.