Numerical Methods and Optimization

Main textbooks

  1. J.W. Demmel, Applied Numerical Linear Algebra, SIAM, 1997

  2. R.L. Burden, J.D. Faires, Numerical Analysis, Brooks/Cole, 2011

  3. L.N. Trefethen, D. Bau III, Numerical Linear Algebra, SIAM, 1997

  4. J. Nocedal, S.J. Wright, Numerical Optimization, Springer, 1999

  5. M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear Programming: Theory and Algorithms, Wiley, 1993

  6. D. Bertsekas, Nonlinear Programming, Athena, 2004

    in Italian

  7. D. Bini, M. Capovani, O. Menchi, Metodi numerici per l'algebra lineare, Zanichelli, 1988

  8. R. Bevilacqua, D. Bini, M. Capovani, O. Menchi, Metodi numerici, Zanichelli, 1992

  9. L. Grippo, M. Sciandrone, Metodi di ottimizzazione non vincolata, Springer, 2011

Supplementary textbooks

  1. K.E. Atkinson, An Introduction to Numerical Analysis, Wiley, 1978

  2. S.P. Boyd, L.Vandenberghe, Convex Optimization, Cambridge University Press, 2004
    (avaliable online here)

  3. C.T. Kelley, Iterative Methods for Linear and Nonlinear Equations, SIAM, 1995
    (available online here)

  4. C.T. Kelley, Iterative Methods for Optimization, SIAM, 1999
    (available online here)

  5. G.H. Golub, C.F. Van Loan, Matrix Computations, The Johns Hopkins University Press, 1996

  6. I. Griva, S.G. Nash, A. Sofer, Linear and Nonlinear Optimization, SIAM, 2009

  7. D. O'Leary, Scientific Computing with Case Studies, SIAM, 2009

  8. O.L. Mangasarian, Nonlinear Programming, SIAM 1994

  9. C. Moler, Numerical Computing with MATLAB, SIAM, 2004
    (available online here)

  10. A. Quarteroni, F. Saleri, P. Gervasio, Scientific Computing with MATLAB and Octave, Springer, 2010 (also available in Italian)

  11. M.C. Ferris, O.L. Mangasarian, S.J. Wright, Linear Programming with MATLAB, SIAM, 2007

  12. P. Venkataraman, Applied Optimization with MATLAB Programming (2nd Edition), Wiley, 2009

  13. W.L. Briggs, V.Emden Henson, The DFT, SIAM, 1987

  14. L. Elden, Matrix Methods in Data Mining and Pattern Recognition, SIAM, 2007

  15. P.C. Hanse, J.G. Nagy, D. O'Leary, Deblurring Images: Matrices, Spectra, and Filtering, SIAM, 2006

  16. M. Bartholomew-Biggs, Nonlinear Optimization with Financial Applications, Springer, 2005

  17. M. Bartholomew-Biggs, Nonlinear Optimization with Engineering Applications, Springer, 2008

  18. G. Cornuejols, R. Tutuncu, Optimization Methods in Finance, Cambridge University Press, 2006

  19. J. Saad, Iterative Methods for Sparse Linear Systems, SIAM, 2003
    (available online here)