The Art of Modeling with Spreadsheets: Management Science, Spreadsheet Engineering, and Modeling Craft
by Stephen G. Powell and Kenneth R. Baker, published by John Wiley & Sons, ISBN 0-471-20937-6.
This brand-new textbook (copyright 2004) is a valuable aid for anyone using the Premium Solver or Premium Solver Platform, especially for users building large-scale models. Unlike any other current textbook, this book teaches you "best practices" in modeling and spreadsheet engineering, as well as techniques of linear and nonlinear optimization, Monte Carlo simulation, and data analysis using Excel. The Premium Solver for Education is included on CD-ROM with this book, but this version is much less powerful than the commercial Premium Solver or Premium Solver Platform.
Spreadsheet Modeling and Decision Analysis:
A Practical Introduction to Management Science, 4th Edition
by Cliff T. Ragsdale, published by South-Western College Publishing. ISBN 0-324-18399-2.
Cliff Ragsdale's book was one of the first to base all of its optimization examples on the Microsoft Excel Solver! You'll find a discussion of linear, nonlinear and integer programming; an explanation of sensitivity analysis and how to use the Solver's reports; topics like goal programming and multiobjective optimization; and additional coverage of regression, time series analysis, queuing, project management, decision analysis, and other topics. The 4th Edition features updated coverage of the Excel Solver, more extensive coverage of nonlinear programming, and coverage of nonsmooth optimization using Frontline Systems' Evolutionary Solver. It includes the Premium Solver for Education on CD-ROM.
Practical Management Science: Spreadsheet Modeling and Applications, 2nd Edition with CDROM Update
by S. Christian Albright and Wayne L. Winston, published by Duxbury Press. ISBN 0-534-42435-X.
This textbook, widely used in new MBA courses on management science, provides an extensive introduction covering linear and integer programming, nonlinear optimization, and genetic and evolutionary algorithms using Frontline’s Evolutionary Solver, as well as other management science topics. This book is slightly more challenging than Cliff Ragsdale's book, but includes an extensive set of spreadsheet models and a whole chapter on the Evolutionary Solver. It also includes the Premium Solver for Education on CD-ROM.
Introduction to Mathematical Programming, 4th Edition
by Wayne Winston and Munirpallam Venkataramanan, published by Duxbury Press. ISBN 0-534-35964-7.
This book focuses entirely on optimization, at a more technical level than the textbooks described above - including topics in linear algebra, the Simplex method, goal programming, integer programming and the Branch & Bound method, and the differential calculus topics underlying nonlinear optimization. It also includes the Premium Solver for Education on CD-ROM.
Managerial Spreadsheet Modeling and Analysis
by Rick Hesse, published by Richard D. Irwin. ISBN 0-256-21530-8.
This "good, but hard to find" book teaches you how to formulate a model from a complex business situation, using a four-step process: Picture and paraphrase, verbal model, algebraic model and spreadsheet model. It covers types of models ranging from simple goal-seeking and unconstrained problems to linear, nonlinear and integer programming problems. And it includes over 100 Microsoft Excel 5.0 spreadsheets, covering a wide range of both deterministic and stochastic models.
Model Building in Mathematical Programming, 4th Edition
By H.P. Williams, published by John Wiley. ISBN 0-471-99788-9
Though it doesn't cover spreadsheet optimization, this book is still valuable for its explanation of model-building approaches, especially if you are building larger-scale optimization models. It provides an in-depth treatment of modeling for linear and integer programming problems. It mentions nonlinear models only briefly, but it offers a unique treatment of large-scale model structure and decomposition methods. It also includes a complete discussion of 24 models drawn from various industries. The 4th Edition was issued in October 1999.
Introductory Management Science: Decision Modeling with Spreadsheets
by G.D. Eppen, F.J. Gould, C.P. Schmidt, Jeffrey H. Moore, and Larry R. Weatherford, published by Prentice-Hall. ISBN 0-13-889395-0.
The latest version (5th Edition, 1998) of a management science classic, this modern textbook covers linear, integer and nonlinear optimization, Monte Carlo simulation, decision analysis, queuing, forecasting and project management, all from an Excel spreadsheet perspective. An academic version of Decisioneering's Crystal Ball is included for Excel-based simulation. Also included is GLP, a graphic tool that lets you visualize the feasible region in linear programming problems.
The Science of Decision-Making: A Problem-Based Approach Using Excel
by Eric V. Denardo, published by John Wiley. ISBN 0-471-31827-2.
This book focuses on models for decision-making, in deterministic (certain) and stochastic (uncertain) settings. The first and last sections of the book cover linear programming and integer programming extensively, but not nonlinear or nonsmooth optimization. The middle sections cover probability, utility theory and decision trees, Markov chains, queuing and simulation. This book includes a good discussion of basic Excel use and spreadsheet model design -- useful for readers who are not highly experienced with Microsoft Excel.
An Introduction to Management Science: Quantitative Approaches to Decision-Making, Tenth Edition
by David R. Anderson, Dennis J. Sweeney, and Thomas A. Williams, published by West Publishing Company. ISBN 0-324-14563-2.
This latest edition of one of the best-selling management science textbooks contains chapter appendices which describe how to use the Excel Solver to set up and solve the problems discussed in that chapter. The same authors have another text, Quantitative Methods for Business, whose Ninth Edition will soon appear with more extensive appendices on the Solver, and they are working on a text which will make even greater use of spreadsheets.
Operations Research: Applications and Algorithms, Third Edition
by Wayne L. Winston, published by Duxbury Press. ISBN 0-534-52020-0 (with Windows software), 0-534-20973-4 (with Mac software).
This popular textbook, also written before the advent of spreadsheet optimizers, covers many classic optimization problems and also includes a discussion of some of the algorithms used in the Solver, such as the Simplex method for linear programming, the Branch & Bound method for integer programming, and selected methods for nonlinear programming -- as well as many other topics in operations research.