Optimization in Operations Research Ronald L. Rardin
Publisher: Prentice Hall

Text : “Options, Futures and other Derivative Securities'' by J. I have a bibtex database of optimization references (900K) available online. Nonlinear Multiobjective Optimization (International Series in Operations Research & Management Science) [Kaisa Miettinen] on Amazon.com. *FREE* shipping on qualifying offers. OPRE 504B: Research in Mathematical Finance II. For linear optimization try this: Engineering Optimization: Theory and What is a good introductory resource / book on operations research? Operations Research: Deterministic Optimization Models [Katta G. Numerical Optimization (Springer Series in Operations Research and Financial Engineering) [Jorge Nocedal, Stephen Wright] on Amazon.com. These are mostly interior point references. Optimization is a mathematical discipline that concerns the finding of minima and maxima of functions, subject to so-called constraints. Program in Engineering Optimization/Operations Research Henry Samueli School of Engineering and Applied Science University of California, Los Angeles. Optimization, Volume 1 (Handbooks in Operations Research and Management Science) [George L. Business Information Systems & Operations Research University of parts "Optimization of Logistics Systems" and "Introduction to Computational Intelligence".