Linear and Nonlinear Programming, 2nd Edition

David G. Luenberger
Pub: Addison-Wesley Inc., Reading, Massachusetts, 1984.

From the Preface: This book is intended as a text covering the central concepts of practical optimization techniques. It is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for students who have a technical background in engineering, mathematics, or science.

CONTENTS

1. Introduction

   PART I LINEAR PROGRAMMING

2. Basic Properties of Linear Programming
3. The Simplex Method
4. Duality
5. Transportation and Network Flow Problems

   PART II UNCONSTRAINED PROBLEMS

6. Basic Properties of Solutions and Algorithms
7. Basic Descent Methods
8. Conjugate Direction Methods
9. Quasi-Newton Methods

   PART III CONSTRAINED MINIMIZATION

10. Constrained Minimization Conditions
11. Primal Methods
12. Penalty and Barrier Methods
13. Dual and Cutting Plane Methods
14. Lagrange Methods

    APPENDICES

1. Mathematical Review
2. Convex Sets
3. Gaussian Elimination