Bibliografia

Principal

  • Numerical Optimization, 2nd ed: Jorge Nocedal and Stephen Wright Springer Series in Operations Research
  • Convex Optimization, : S. Boyd and L. Vandenberghe Cambridge University Press
  • Nonlinear Programming : Dimitri Bertsekas, Athena Scientific
  • Introduction to Linear and Nonlinear Programming: David Luenberger, Addison-Wesley Lecture slides and a set of practice problems covering the whole syllabus are provided
  • . Introduction to nonlinear optimization: theory, algorithms, and applications with MATLAB: A. Beck 2014 SIAM
  • Introduction to applied linear algebra: vectors, matrices, and least squares: S. Boyd and L. Vandenberghe. , 2018 CUP
  • Numerical optimization: J. Nocedal and S. Wright 2006 Springer

Secundária

  • Convex optimization: S. Boyd and L. Vandenberghe 2004 CUP
  • Optimization models.: G. Calafiore and L. El Ghaoui 2014 CUP