8 September 2021 (157 words)


Jon Lee, a Professor of Industrial and Operations Engineering at the University of Michigan, offers a free, 304 page, operations research textbook: A first course in linear optimization.

This textbook is a great introduction for anyone interested in learning about linear programming and integer programming.

According to the preface:

This book is a treatment of linear optimization meant for students who are reasonably comfortable with matrix algebra (or willing to get comfortable rapidly). It is not a goal of mine to teach anyone how to solve small problems by hand.

My goals are to introduce:

  • The mathematics and algorithmics of the subject at a beginning mathematical level.
  • Algorithmically-aware modeling techniques.
  • High-level computational tools for studying and developing optimization algorithms (in particular, Python/Gurobi).
Lee, J. (2021). "A first course in linear optimization"

Download the full textbook as a PDF: A First Course in Linear Optimization (Version 4.0, August 2021)

The book's source, potentially including updates, is available at GitHub.