What introductory books on OR (for selfstudy) do you recommend? asked 12 Nov '09, 22:23 adamo 
Other than the big texts (we use Winston, but almost any sufficiently thick book will do), I like Paul Williams Model Building in Mathematical Programming http://www.amazon.com/ModelBuildingMathematicalProgramming4th/dp/0471997889/ref=sr_1_1?ie=UTF8&s=books&qid=1258068143&sr=81 for its mix of theory and application. One other way to selfstudy is to download software such as ILOG's OPL and work through examples (you can do the same thing with Arena or other simulation packages): it is a great way to really learn a subject. answered 12 Nov '09, 23:26 Michael Trick ♦♦ 1
I too think Williams's book is a good supplement to the usual texts.
(19 Apr '10, 15:05)
Paul Rubin ♦♦
This is a book I recommend a lot to OR practioners. Great suggestion.
(20 Apr '10, 13:22)
larrydag 1 ♦

Hillier and Lieberman is my favorite big text. This book introduces most of the techniques used in Operations Research. It is often used as an undergraduate textbook. answered 13 Nov '09, 02:32 anonymous Last I saw, it had been split into two volumes (one for deterministic models, one for stochastic models I think). I second the recommendation.
(19 Apr '10, 15:04)
Paul Rubin ♦♦

The book I had as an undergraduate was "Operations Research: Applications and Algorithms" by Winston. It presented concepts using basics to start with and then got fairly sophisticated. Lots of worked examples, and covers most areas of OR. http://www.amazon.com/OperationsResearchApplicationsAlgorithmsInfoTrac%C2%AE/dp/0534380581 If you're interested in approximate methods, I suggest the "Handbook of metaheuristics". It introduces most of the main concepts with chapters from some of the big names in the field, and is at a fairly introductorytutorial level. answered 19 Apr '10, 12:37 DC Woods ♦ 
The recommendations so far (and they are all good ones) are for text books that cover technical material. If you are interested in the practice of OR (particularly outside the silos of academe), I'd suggest prowling the Science of Better web site, looking at issues of Interfaces, maybe Real World Operations Research: The Woolsey Papers. answered 19 Apr '10, 15:09 Paul Rubin ♦♦ 
If you're interested in urban applications, check out Urban Operations Research: Logistical and Transportation Planning Methods, by Larson and Odoni. The entire book is online. I think it assumes a certain amount a familiarity with probability theory, but no prior OR knowledge. The applications are very interesting and make the theory easier to absorb. answered 13 Nov '09, 02:12 Isaac Moses Thanks. Chapter 4 was very interesting. Although its most exciting link was missing (http://web.mit.edu/urban_or_book/www/book/chapter4/4.8.1.html)
(25 Nov '09, 09:16)
Mark ♦

If you have absolutely no background in OR I would suggest you start with the following book: Introduction to Management Science (10th Edition) by Bernard W. Taylor It covers almost all of the main topics (mathematical programming, simulation, production systems,...) It is truly a beginners book but simple and self paced. If you already know how to do branch and bound or you can model a system properly this book is not for you. Nemhauser and Wolsey have an excellent book on mathematical programming you can start with that and if you are interested in the theory of mathematical programming you can go on to read Bertsimas and Tsitsiklis's book "Introduction to Mathematical Programming". Although it is named "Introduction to ..." Bertsimas's book is not an introductory book in any means. If you really like to torture yourself with the theory of polytopes I highly suggest Alexander Schrijver's book "Theory of Linear and Integer Programming". it is an amazing book but there is no examples :) For nonlinear programming nothing beats Bazaraa's book "Nonlinear Programming: Theory and Algorithms" in terms of theory. Also "Linear and Nonlinear Programming" by Ye and Luenberger is a great reference for applications. What exactly is your interest? answered 18 Nov '09, 06:59 Mark ♦ 
Which part of OR interests you the most? are you more interested in mathematical modeling, algorithms, supply chain, queuing? I guess everybody has focused on the mathematical modeling part of OR here :)