for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear optimization, convex optimization and quadratic programming, dynamic programming, multicriterial optimizations (did I miss something?)
This question has meaning in context of ML/DM; for example, this article talks about using convex optimization; SVM clearly relies on OR mechanisms. You may come with other examples on your own.
asked Sep 07 '10 at 06:56
I think you can't go wrong with Fletcher's Practical Methods of Optimization in terms of an introduction to the area. His coverage of the fundamental concepts is really good compared to other books I have read. Beyond that I would suggest the more recent (2006 instead of 1987 for Fletcher's book) Numerical Optimization by Jorge Nocedal and Stephen Wright.
answered Sep 07 '10 at 07:38