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Having some very basic and theoretical knowledge about these topics from my study, I'm looking for a book (or other good sources) that explains the stuff from a practical point of view. On the one hand, it should cover state-of-the-art modeling and solving techniques for Combinatorial Optimization Problems with a focus on Integer Programs (like Column Generation), with some real world examples from OR. On the other hand it should be suitable for brushing up basic knowledge, preferably self-contained.

I've googled a bit and found these books so far some of which look reasonable. As they aren't cheap, I would appreciate some advise which one would be the right one for my purposes. Recommendations on other books/resources are appreciated as well, of course.

(As newbies are only allowed to post at most 2 links, I've added the Amazon product ids instead of the link)

  • Integer Programming - Mathematics and its Applications (9048140684)

  • Model Building in Mathematical Programming (0471997889)

  • Applied Integer Programming: Modeling and Solution (0470373067)

  • Integer Programming (0471283665)

  • Integer and Combinatorial Optimization (0471359432)

  • Introduction to Linear Optimization (1886529191)

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2 Answers 2

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Here are some OR books that are used at my college that provide thorough background in all types of OR:

  • Deterministic Operations Research by David J Rader Jr.

    • Covers an introductory approach to OR that's suitable for entry-level students.
    • Covers big topics such as: duality, sensitivity analysis, simplex methods and methods to make it more efficient, and almost every genre of model that would normally be encountered in the workforce including combinatorial models.
    • Course homework assignments, and public homework assignments, are Google-able for this book. A lot of exercises from this book tends to lend it itself to be reusable elsewhere, so there is always something to do and learn from this text, and because of that, this book is used for six courses here at my college and is also very used in other colleges as well.

  • Linear Programming and Network Flows (4th Edition) by Mokhtar S. Bazaraa

    • In comparison to the book above, this book dives into a deeper fundamental view into the algorithms and methods that are used to solve OR models. In the exercises however, there exist real-world problems you’ll have to solve with various algorithmic techniques you’ll learn from the text. This book is used as a supplement to the one above.

In terms of what you want to do, I would heavily recommend the the first book, as it contains all the subjects you mentioned, plus a collection of problems those subjects can be applied to and built from.

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Model Building in Mathematical Programming (5th edition) is one of my favorite books on applied modeling. If you take the time to work through this book, and work through the problems, you will very quickly become a respectable MIP modeler.

A read through is good, but you will really learn why the author included certain parts as you work through the problems. Each problem elucidates a different modeling concept, and you find yourself returning to various parts of the book as you implement different constraints.

For numerics, I recommend Gurobi (free academic license) since they are state of the art and have great documentation across multiple programming languages. Their Python support is particularly good.

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