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
   (available online here -- unipi domain only)

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

   in Italian

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

17. M. Bartholomew-Biggs, Nonlinear Optimization with Financial Applications, Springer, 2005
    (available online here -- unipi domain only)

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

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