Metodi Numerici ed Ottimizzazione

Testi di riferimento

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

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

3. J. Nocedal, S.J. Wright, Numerical Optimization, Springer, 1999
   (disponibile in rete dal dominio unipi qua)

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

Altri testi di consultazione

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

2. S.P. Boyd, L.Vandenberghe, Convex Optimization, Cambridge University Press, 2004
   (disponibile in rete qua)

3. C.T. Kelley, Iterative Methods for Linear and Nonlinear Equations, SIAM, 1995
   (disponibile in rete qua)

4. C.T. Kelley, Iterative Methods for Optimization, SIAM, 1999
   (disponibile in rete qua)

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

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

7. C. Moler, Numerical Computing with MATLAB, SIAM, 2004
   (disponibile in rete qua)

8. A. Quarteroni, F. Saleri, Calcolo Scientifico. Esercizi e problemi risolti con MATLAB e Octave, Springer, 2008

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

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

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

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

13. M. Bartholomew-Biggs, Nonlinear Optimization with Financial Applications, Springer, 2005
    (disponibile in rete dal dominio unipi qua)

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

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