…numerical methods with a very strong intuitive and visual/geometric approach. Years later, I'm using this knowledge surprisingly often. https://www.amazon.com/Nonlinear-Dynamics-Student-Solutions-... 2) Linear Programming by Chvatal was the book that made LP duality really click for me. Prior to reading Chvatal I mechanically understood duality but with no intuition. Chvatal explains duality from a bounding perspective,…
…as references. Each of those algorithms takes only about an hour to understand and an hour to program. So, just wait until need such an algorithm. Alas, CLRS tries to cover the simplex algorithm of linear programming, and my view that they botch the effort. Good coverage of linear programming takes more than an hour, but there are several good texts, e.g., Vasek Chvatal, 'Linear Programming', ISBN 0-7167-1587-2,…
I'm glad there's more free material online for optimization modeling and algorithms. Personally, here's my favorite list for algorithms and modeling for optimization: For learning the simplex method, Linear Programming by Vasek Chvatal (first 10 chapters): https://books.google.com/books?id=DN20_tW_BV0C&printsec=fron... For learning branch and bound, Integer Programming by Laurence A. Wolsey https://books.google.com/books?id=x7RvQgAACAAJ…
…《Mathematical Analysis》。在此基础上辅以 Fleming 的《Functions of Several Variables》、Buck 的《Advanced Calculus》等。作为进入最优化领域的关键开端，可以精读一下比如 Chvatal 的《Linear Programming》。找地方上一门扎实的常微分方程定理证明课；这可以成为你在应用数学以及确定性最优控制理论方面的良好开端。在最早的机会之一，…
…of Mathematical Analysis.' Supplement that with Fleming, 'Functions of Several Variables', Buck, 'Advanced Calculus', etc. As a crucial start on optimization, work carefully through, say, Chvatal, 'Linear Programming'. Somewhere get a good theorem proving course in ordinary differential equations; that can be a good start in a lot in applied math and on deterministic optimal control theory. At one of the first chances,…
…方法。LP 的优秀教材：Chvátal [4]，以及 Bertsimas 和 Tsitsiklis [5]。混合整数线性优化方面：Wolsey [6]、Nemhauser 和 Wolsey [7]，以及 Conforti 等人 [8]。[4] V. Chvátal, Linear Programming. MacMillan 1983. [5] D. Bertsimas, J.N. Tsitsiklis. Introduction to linear optimization. Vol. 6. Belmont, MA: Athena Scientific, 1997. [6] L.A. Wolsey (1998). Integer programming (Vol. 42). New York:…
…methods. Excellent textbooks for LP: Chvátal [4] and Bertsimas and Tsitsiklis [5]. For mixed integer linear optimization: Wolsey [6], Nemhauser and Wolsey [7], and Conforti et al. [8]. [4] V. Chvátal, Linear Programming. MacMillan 1983. [5] D. Bertsimas, J.N. Tsitsiklis. Introduction to linear optimization. Vol. 6. Belmont, MA: Athena Scientific, 1997. [6] L.A. Wolsey (1998). Integer programming (Vol. 42). New York:…
In high school I read Vašek Chvátal - Linear Programming after buying it second hand for a few dollars thinking it was a computer text book. I liked it at the time.
…数值方法，而且带有极强的直觉和视觉/几何化思路。多年之后，我发现自己用这套知识的频率高得惊人。https://www.amazon.com/Nonlinear-Dynamics-Student-Solutions-... 2) Chvatal 写的《Linear Programming》是真正让我对 LP 对偶性彻底恍然大悟（click）的书。在读 Chvatal 之前，我机械地理解对偶性，但毫无直觉。Chvatal 从界限（bounding）的角度解释了对偶性，…
…numerical methods with a very strong intuitive and visual/geometric approach. Years later, I'm using this knowledge surprisingly often. https://www.amazon.com/Nonlinear-Dynamics-Student-Solutions-... 2) Linear Programming by Chvatal was the book that made LP duality really click for me. Prior to reading Chvatal I mechanically understood duality but with no intuition. Chvatal explains duality from a bounding perspective,…
…当作参考资料。那些算法每个只需要大约一个小时就能理解，再花一个小时就能写出程序。所以，等真需要这种算法时再去现学就行。可惜的是，CLRS 试图去讲线性规划的单纯形算法（simplex algorithm），但在我看来他们搞砸了。要把线性规划讲好可不止需要一个小时，不过有几本好书可选，比如 Vasek Chvatal 的《Linear Programming》，ISBN 0-7167-1587-2，…
…as references. Each of those algorithms takes only about an hour to understand and an hour to program. So, just wait until need such an algorithm. Alas, CLRS tries to cover the simplex algorithm of linear programming, and my view that they botch the effort. Good coverage of linear programming takes more than an hour, but there are several good texts, e.g., Vasek Chvatal, 'Linear Programming', ISBN 0-7167-1587-2,…
很高兴看到网上有了更多关于最优化建模和算法的免费资料。就我个人而言，这是我最喜欢的优化算法和建模书单：学习单纯形法，看 Vasek Chvatal 的《Linear Programming》（前 10 章）：https://books.google.com/books?id=DN20_tW_BV0C&printsec=fron... 学习分支定界法，看 Laurence A. Wolsey 的《Integer Programming》https://books.google.com/books?id=x7RvQgAACAAJ…
I'm glad there's more free material online for optimization modeling and algorithms. Personally, here's my favorite list for algorithms and modeling for optimization: For learning the simplex method, Linear Programming by Vasek Chvatal (first 10 chapters): https://books.google.com/books?id=DN20_tW_BV0C&printsec=fron... For learning branch and bound, Integer Programming by Laurence A. Wolsey https://books.google.com/books?id=x7RvQgAACAAJ…
…《Mathematical Analysis》。在此基础上辅以 Fleming 的《Functions of Several Variables》、Buck 的《Advanced Calculus》等。作为进入最优化领域的关键开端，可以精读一下比如 Chvatal 的《Linear Programming》。找地方上一门扎实的常微分方程定理证明课；这可以成为你在应用数学以及确定性最优控制理论方面的良好开端。在最早的机会之一，…
…of Mathematical Analysis.' Supplement that with Fleming, 'Functions of Several Variables', Buck, 'Advanced Calculus', etc. As a crucial start on optimization, work carefully through, say, Chvatal, 'Linear Programming'. Somewhere get a good theorem proving course in ordinary differential equations; that can be a good start in a lot in applied math and on deterministic optimal control theory. At one of the first chances,…
…方法。LP 的优秀教材：Chvátal [4]，以及 Bertsimas 和 Tsitsiklis [5]。混合整数线性优化方面：Wolsey [6]、Nemhauser 和 Wolsey [7]，以及 Conforti 等人 [8]。[4] V. Chvátal, Linear Programming. MacMillan 1983. [5] D. Bertsimas, J.N. Tsitsiklis. Introduction to linear optimization. Vol. 6. Belmont, MA: Athena Scientific, 1997. [6] L.A. Wolsey (1998). Integer programming (Vol. 42). New York:…
…methods. Excellent textbooks for LP: Chvátal [4] and Bertsimas and Tsitsiklis [5]. For mixed integer linear optimization: Wolsey [6], Nemhauser and Wolsey [7], and Conforti et al. [8]. [4] V. Chvátal, Linear Programming. MacMillan 1983. [5] D. Bertsimas, J.N. Tsitsiklis. Introduction to linear optimization. Vol. 6. Belmont, MA: Athena Scientific, 1997. [6] L.A. Wolsey (1998). Integer programming (Vol. 42). New York:…
高中时我读了 Vašek Chvátal 的《Linear Programming》，当时花了小几块钱买的二手书，还以为是本计算机教材。那时候我还挺喜欢它的。
In high school I read Vašek Chvátal - Linear Programming after buying it second hand for a few dollars thinking it was a computer text book. I liked it at the time.