Recommended Reading
The very basic introduction to mathematical programming and mathematical modeling in this document barely scratches the surface of this very broad and rich field. We've collected a set of recommended books here that provide more information on various aspects of math programming.
If you want more information on the algorithms and mathematics underlying the solution of linear programming problems, we recommend Introduction to Linear Optimization by Bertsimas, Tsitsiklis, and Tsitsiklis, or Linear Programming: Foundations and Extensions by R. Vanderbei. For a detailed treatment of interior-point methods for linear programming, we recommend Primal-Dual Interior-Point Methods by S. Wright.
For more information on the algorithms and mathematics underlying the solution of mixed-integer programming problems, we recommend Integer Programming by L. Wolsey.
For an introduction to the process of creating mathematical programming representations of business problems, we recommend Model Building in Mathematical Programming by H.P. Williams.
