Reading

Books useful for the MSc Operational Research programme.

Books, lecture notes and printed materials are sufficient to study the OR courses, but the books below may be valuable for background skills, general reading and further study.

Background Mathematics

The two Engineering Mathematics texts below are written in a relatively readable style. There are multiple copies of them in the KB (Murray) Library. The editions below are the most recent, although older editions are just as good: Mathematics does not go out-of-date!

Advanced Engineering Mathematics, E. Kreyszig, John Wiley & Sons, 9th edition. ISBN-10: 0471728977

Modern Engineering Mathematics, G. James, Prentice Hall, 4th edition. ISBN-10: 027373413X

General OR

Both of the books below cover large amounts of the core OR courses, as well as other fundamental OR skills. There are many copies of recent editions of both books in the KB (Murray) and Main Libraries. There are also copies of Hillier & Lieberman in the KB (Murray) Library.

Introduction to Operations Research, F. S. Hillier and G. Lieberman, McGraw-Hill Higher Education, 9th edition. ISBN-10: 0071267670

Operations Research: Applications and Algorithms, W. L. Winston, Brooks/Cole. ISBN-10: 0534423620

Specialist

Optimization Methods in Finance, G. Cornuejols and R. Tütüncü, Cambridge University Press. ISBN-10: 0521861705

This is an excellent text, alternating chapters on optimization theory with chapters on its application in Finance.

 

Numerical Optimization, J. Nocedal and S. Wright, Springer, 2nd edition. ISBN-10: 038730303

A modern treatment of nonlinear optimization by leading figures in the field.

 

Practical Methods of Optimization, R. Fletcher, Wiley-Blackwell, 2nd edition. ISBN-10: 0471494631

A classic text from a giant of the subject.

 

Model Building in Mathematical Programming, H. P. Williams. ISBN 0 471 99788 9

For lots of modeling hints and examples in Mathematical Programming

 

OR at Work. Practical experiences of operational research, L. Fortuin, P. van Beek and L. Van Wassenhove. ISBN 0 7484 0456 2

A Classified collection of OR case studies

 

Reckoning with Risk, G. Gigerenzer, Penguin Books

For how to present risk issues clearly

 

The Practice of Operational Research, G. Mitchell. ISBN 0 471 93982 X

OR problem solving process without details of techniques

 

The Woolsey Papers, R. E. D. Woolsey. ISBN: 1-931634-25-4

This is an entertaining and alternative view of OR from a very practical point of view, and by a very successful practitioner!