Recommended Textbooks

• Γραμμικός Προγραμματισμός - Σ. Κουνιά και Δ. Φακίνου [Εκδόσεις Ζήτη 1999]  (Greek Textbook)
• Fairly basic text with many (solved) problems and exercises.

• Γραμμικός Προγραμματισμός και Αριστοποίηση σε Δίκτυα - Μ. Λουκάκη [Εκδόσεις Σοφία, 1994] (Greek Textbook)
• Very good Greek textbook, well-written and with the terminology given in both Greek and English but with no exrecises.

• Methods of Mathematical Economics, Linear and Nonlinear Programming, Fixed Point Theorems - J.N. Franklin [SIAM, 2002]
• A classic textbook which includes both linear and non-linear programming.  Very well written

• Linear and Nonlinear Programming - S.G.Nash, Stephen G. and A. Sofer  [McGraw-Hill, New York, 1996]
• A highly recommended textbook.
  

Some Internet Sources

•    David Leslie's notes from the University of Oxford

• Very basic but very well presented notes.
  

• Viatcheslav Vinogradov's Cook-book of Mathematcis
• All the maths you need to know for Economics (includes a section for linear and non-linear programming).

• Spyros Reveliotis's prototype book on linear programming and the simplex algorithm
• Course notes as developed over years of teaching the subject.

• Dimitri Bertsekas's course site on Non-linear Programming
  
• Some quite adnvanced notes on non-linear programming and unconstrained optimisation

• Morgan Kelly's course notes on Quantitative Techniques
• Well presented notes with sections on non-linear programming and especially constrained and unconstrained optimisation and Kuhn-Tucker theorems.
  

A List of Original Papers on the Birth of Linear Programming and the Simplex Method
(list compiled by Dr H. Schurz of Southern Illinois University)

• von Neumann, J.: Ueber ein oekonomisches Gleichungssystem und eine Verallgemeinerung des Brouwerschen Fixpunktsatzes, Ergebnisse eines mathematischen Kolloquiums 8 (1937), p. 73-78 (Translation to English: The Review of Economic Studies 13 (1945-46), p. 1-9).

• Kantorovich, L.V.: Mathematical Methods in the Organization and Planning of Production, Publication House of the Leningrad State University, Leningrad (now St. Petersburg), 1939 (Translation to English: Management Sci. 6 (1960), p. 366-422).

• Dantzig, G.B.: Programming in a Linear Structure, Comptroller, USAF, Washington D.C., 1948.

• Dantzig, G.B.: Maximization of a Linear Function of Variables Subject to Linear Inequalities, Chap. XXI in Activity Analysis of Production and Allocation, Wiley, New York, 1951.

• Dantzig, G.B.: Computational Algorithm of the Revised Simplex Method, Report RM 1266, The Rand Coorperation, Santa Monica (CA), 1953.

• Dantzig, G.B.: Inductive Proof of the Simplex Method, The RAND Corporation, Paper P-1851, December 28, 1959, IBM J. Res. Dev. 4 (1960), p. 505-506.

• Dantzig, G.B.: Linear Programming and Extensions, Princeton Univ. Press, Princeton (NJ), 1963.

• Dantzig, G.B.: Making Progress during a Stall in the Simplex Algorithm, Linear Algebra and its Applications 114/115 (1989), p. 251-259.

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