Optimization for Systems and Control
Additional reading
For readers that are interested in more detailed and in-depth
information about the optimization approaches
presented in these lecture notes are referred to the following text
books:
- General
- S.G. Nash and A. Sofer, Linear and Nonlinear Programming. New York: McGraw-Hill, 1996.
- J. Nocedal and S. Wright, Numerical Optimization. Springer Series in Operations Research,
New York: Springer-Verlag, 1999.
- P.M. Pardalos and M.G.C. Resende, eds., Handbook of Applied Optimization. Oxford, UK:
Oxford University Press, 2002.
- D.A. Pierre, Optimization Theory with Applications. New York: Dover Publications, 1986.
- Linear and quadratic programming
- G.B. Dantzig and M.N. Thapa, Linear Programming 1: Introduction. Springer Series in Operations Research and Financial Engineering, New York, New York: Springer-Verlag, 1997.
- R.J. Vanderbei, Linear Programming: Foundations and Extensions, vol. 114 of International
Series in Operations Research and Management Science. New York, New York: Springer,
3rd ed., 2008.
- A. Schrijver, Theory of Linear and Integer Programming. Chichester, UK: John Wiley & Sons,
1986.
- Convex optimization
- S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge, UK: Cambridge University
Press, 2004.
- Y. Nesterov and A. Nemirovskii, Interior-Point Polynomial Algorithms in Convex Programming.
Philadelphia: SIAM, 1994.
- Nonlinear optimization
R. Fletcher, Practical Methods of Optimization, Volume 1: Unconstrained Optimization. Chichester, UK: John Wiley & Sons, 1980.
- C.A. Floudas, Nonlinear and Mixed-Integer Optimization. Oxford, UK: Oxford University
Press, 1995.
- P.E. Gill and W. Murray, Numerical Methods for Constrained Optimization. London: Academic
Press, 1974.
- P.M. Pardalos and J.B. Rosen, Constrained Global Optimization: Algorithms and Applications.
Berlin, Germany: Springer-Verlag, 1987.
- L.E. Scales, Introduction to Non-Linear Optimization. London, UK: MacMillan, 1985.
- Global optimization
- L. Davis, ed., Handbook of Genetic Algorithms. New York: Van Nostrand Reinhold, 1991.
- Multi-objective optimization
- K.M. Miettinen, Nonlinear Multiobjective Optimization. Boston, Massachusetts: Kluwer Academic Publishers, 1999.