Linear Programming References

This collection of textbook references for linear programming is an updated version of the list created by Bob Fourer in the Linear Programming FAQ.

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The choice of an appropriate textbook for an undergraduate or graduate course depends on the topics that will be emphasized: brief overview of algorithms, deeper study of algorithms, theorems and proofs, complexity theory, efficient linear algebra, modeling techniques, solution analysis, and so on.

  • Bazaraa, M. S., Jarvis, J. J., and Sherali, H. D. 2010. Linear Programming and Network Flows, 4th ed. John Wiley and Sons, Inc., Hoboken, NJ. Grad level.
  • Bertsimas, D. and Tsitsiklis, J. N. 1997. Introduction to Linear Optimization. Athena Scientific, Nashua, NH. Graduate-level text on linear programming, network flows, and discrete optimization.
  • Chvatal, V. 1983. Linear Programming. W. H. Freeman, New York. Undergrad or grad.
  • Cook, W. J., Cunningham, W. H., Pulleyblank, W. R. and Schrijver, A. 1997. Combinatorial Optimization. Wiley Interscience, New York.
  • Fang, S.-C. and Puthenpura, S. 1993. Linear Optimization and Extensions: Theory and Algorithms. Prentice Hall, Upper Saddle River, NJ.
  • Dantzig, G. B. 1963. Linear Programming and Extensions. Princeton University Press.The most widely cited early textbook in the field.
  • Dantzig, G. B. and Thapa, M. N. 1997. Linear Programming 1: Introduction. Springer Series in Operations Research and Financial Engineering, Springer Verlag, New York.
  • Dantzig, G. B. and Thapa, M. N. 2003. Linear Programming 2: Theory and Extensions. Springer Series in Operations Research and Financial Engineering, Springer Verlag, New York.
  • Gass, S. I., 1985. Linear Programming: Methods and Applications, 5th ed. McGraw-Hill, New York.The author received the 1997 INFORMS Expository Writing Award.
  • Ignizio, J. P. and Cavalier, T. M. 1994. Linear Programming. Prentice Hall, Upper Saddle River, NJ. Covers usual LP topics, plus interior point, multi-objective and heuristic techniques.
  • Luenberger, D. and Yinyu, Y. 2008. Introduction to Linear and Nonlinear Programming, 3rd ed. International Series in Operations Research and Management Science, Volume 116. Springer, New York. Updated version of an old standby. Luenberger received the 1999 INFORMS Expository Writing Award.
  • Murtagh, B. A. 1981. Advanced Linear Programming: Computation and Practice. McGraw-Hill, New York. Good one after you've read an introductory text. Currently out of print.
  • Murty, K. G. 1985. Linear and Combinatorial Programming. R. E. Krieger.
  • Nash, S. and Sofer, A. 1996. Linear and Nonlinear Programming. McGraw-Hill, New York.
  • Nemhauser, G. L. and Wolsey, L. A. 1988. Integer and Combinatorial Optimization. Wiley Interscience, New York. An advanced text that covers many theoretical and computational topics.
  • Nering, E. D. and Tucker, A. W. 1993. Linear Programs and Related Problems. Academic Press, Boston.
  • Nocedal, J. and Wright, S. J. 1999. Numerical Optimization. Springer-Verlag, New York.
  • Roos, C., Terlaky, T., and Vial, J.-Ph. 1997. Theory and Algorithms for Linear Optimization: An Interior Point Approach. John Wiley, Chichester.
  • Saigal, R. 1995. Linear Programming: A Modern Integrated Analysis. Kluwer Academic Publishers, Dordrecht.
  • Schrijver, A. 1986. Theory of Linear and Integer Programming. Wiley Interscience, New York. Advanced.
  • Taha, H. A. 2008. Operations Research: An Introduction, 9th ed. Prentice Hall, Upper Saddle, NJ.
  • Thie, P. R. and Keough, G. E. 1988. An Introduction to Linear Programming and Game Theory, 3rd ed. John Wiley and Sons, New York.
  • Vanderbei, Robert J. 2014. Linear Programming: Foundations and Extensions, 4th ed.. International Series in Operations Research and Management Science Volume 196, Springer, New York. Balanced coverage of simplex and interior-point methods.
  • Wright, S. J. 1997. Primal-Dual Interior-Point Methods. SIAM Publications, Philadelphia. Covers theoretical, practical and computational aspects of the most important and useful class of interior-point algorithms.
  • Ye, Y. 1997. Interior Point Algorithms: Theory and Analysis. John Wiley and Sons, New York.