Applied Mathematical Programming

Do not look at the date of this book (1977). It still provides the foundation of applied mathematical programming used today. And it is still used today in modeling courses as the main reference because it covers topics from A to Z in a practical and easy-to-understand manner. Not only does this book show you how to model a wide array of problems, it explains the mathematical algorithms/techniques behind the modeling. And it combines the theory with tonnes of examples!!! After reading this book, I finally have a true understanding of several topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, modeling/solving large-scale problems (via column generation, decomposition, etc..) The best thing about the book is that advanced topics do not seem advanced any more!!! I wasted my $$$ on too many Operational Research books that over-complicate topics; this book should be on every mathematical programmer's book shelf. Many thanks to Bradely, Hax, and Magnanti for a job well done!

Its true that no single linear programming book has everything you need. Bradley's book is excellent for problem formulation and exercises. I keep it along with Katta Murty's and James Ignizio.