Further reading

Recommends further reading about related topics.

In case you want to know more about optimization and mathematical or linear programming, here is a brief selection of printed resources:

Williams, H. P. Model Building in Mathematical Programming, fourth edition. New York: John Wiley & Sons, 1999. This textbook includes many examples of how to design mathematical models, including linear programming formulations. (How you formulate your model is at least as important as what CPLEX does with it.) It also offers a description of the branch & bound algorithm. In fact, Williams’s book inspired some of the models delivered with CPLEX.

Chvatal, Vasek, Linear Programming, New York: W.H. Freeman and Company, 1983. This standard textbook for undergraduate students introduces both theory and practice of linear programming.

Wolsey, Laurence A., Integer Programming, New York: John Wiley & Sons, 1998. This book explains branch and cut, including cutting planes, in detail.

Nemhauser, George L. and Laurence A. Wolsey, Integer and Combinatorial Optimization, New York: John Wiley & Sons, 1999. A reprint of the 1988 edition, this book is a widely cited and comprehensive reference about integer programming.

Gill, Philip E., Walter Murray, and Margaret H. Wright, Practical Optimization. New York: Academic Press, 1982 reprint edition. This book covers, among other topics, quadratic programming.

For more information about ill-conditioning and numerical difficulties, see also these references: