مجموعه ای کامل از کتب مرجع گرایش تحقیق در عملیات به همراه نرم افزاری بهینه سازی

Content

  1. Financail Optimization
  2. Integer Programming
  3. Linear Programming
  4. Networks
  5. Nonlinear Programming
  6. Stochastic Optimization
  7. Handbooks
  8. Writing Mathematics
  9. Others

 

 

1.    Financail Optimization

 

1. Title : Financial Modeling of

                the Equity Market

Author : Frank J. Fabozzi

Year : 2006

 

2. Title :  Handbook of Asset and

                 Liability Management Volume 2

                 Applications and Case Studies

Author : S.A. Zenios W.T. Ziemba

Year : 2007

 

3. Title : Handbooks in Operations

                Research and Management

                Science. Vol.09. Finance

Author : Robert Jarrow , William T. Ziemba

Year : 1995

4. Title :  Optimal Control Models

                 in Finance

Author : Ping Chen , Sardar M.N. Islam

Year : 2005

 

5. Title : Optimization Methods in Finance

Author : Gerard Cornuejols

Year : 2006

 

2.    Integer Programming

 

1. Title : Integer Optimization by local Search

Author : Joachim Paul Walser

Year : 1999

2. Title : Integer Programming Theory

                and Practice

Author : John K. Karlof

Year : 2006

 

3. Title : Integer Programming 

Author : Ellis L. Johnson

Year : 1994

4. Title : Theory of linear and Integer

                Programming

Author : Alexander Schrijver

Year : 1999

 

3.    Linear Programming

 

1. Title : An Introduction to Optimization

Author : Edwin K. P. Chong

Year : 2001

2. Title :  Interior Point Methods

                 for Linear Optimization 

Author : Cornelis Roos

Year : 2005

 

3. Title : Introduction to Operations Research

Author : F. S. Hillier , G. J. Lieberman

Year : 2001

4. Title : Linear Programming 1. Introduction

Author : George B Dantzig

Year : 1997

 

5. Title : Linear Programming 

Author : Robert J. Vanderbei

Year : 2008

6. Title : Linear Programming

                Foundations and Extensions

Author : Robert J. Vanderbei

Year : 2001

 

7. Title : Self-Regularity A New Paradigm

                for Primal-Dual Interior-Point

                Algorithms

Author : Jiming Peng , Cornelis Roos

Year : 2002

8. Title : Understanding and Using

                Linear Programming

Author : Matousek , Gartner

Year : 2007

 

9. Title : Operations Research Applications

                And Algorithms 4th. Edition

Author : Wayne Winston

Year : 2003

10. Title : Linear Programming and

                  Network Flows

Author : Mokhtar S.Bazaraa

Year : 1977

 

4.    Networks

 

1. Title : Linear Programming 2.

               Theory and Extensions

Author : George B. Dantzig

Year : 2003

2. Title : Network Optimization

                Continuous and Discrete Models

Author : Dimitri P. Bertsekas

Year : 1998

3. Title : Network Science

Author : Charles B.Duke

Year : 2005

4. Title : Optimization Algorithms

                for Networks and Graphs

Author : James R. Evans

Year : 1992

  

5.    Nonlinear Programming

 

1. Title : Linear and Nonlinear Programming

Author : D.G. Luenberger , Ye Y

Year : 2008

2. Title : Nonlinear Integer Programming

Author : Duan Li , Xiaoling Sun

Year : 2006

 

3. Title : Nonlinear Optimization with

                Financial Applications

Author : Michael Bartholomew-Biggs

Year : 2005

4. Title : Nonlinear Programming 

Author : Dimitri P. Bertsekas

Year : 1999

 

5. Title : Nonlinear Programming

Author : Mokhtar S.Bazaraa

Year : 2006

 

6.    Stochastic Optimization

 

1. Title : Application of Stochastic Programming

Author : Stein W.Wallace , William T. Ziemba

Year : 2005

2. Title : Continuous Stochastic Calculus

                with Applications to Finance

Author : Michael Meyer

Year : 2001

3. Title : Decomposition Techniques in

                Mathematical Programming

Author : Antonio J. Conejo , Enrique Castillo

Year : 2006

4. Title : Handbooks in Operations Research

                and Management Science

                Vol .02. Stochastic Models

Author : D.P. Heyman, M.J. Sobel

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