Books
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.