- Optimization by Vector Space Methods (1969)
- Linear and Nonlinear Programming (1973)
- Introduction to Linear and Nonlinear Programming (1973)
- Methods for Mathematical Optimization (1984)
- Linear and Nonlinear Programming (2nd edition) (1984)
- Investment Science (1998)
- Linear and Nonlinear Programming (3rd edition) (1999)
- Optimization by Vector Space Methods (2nd edition) (1999)
- Investment Science (2nd edition) (2002)
- Linear and Nonlinear Programming (4th edition) (2008)
- Investment Science (3rd edition) (2009)
- Linear and Nonlinear Programming (5th edition) (2015)
- Optimization by Vector Space Methods (3rd edition) (2016)
- Investment Science (4th edition) (2020)
Research papers
- "A Gradient Inequality for Convex Functions" (1968)
- "Quasi-Convexity and Optimization Problems" (1969)
- "Convexity and Economic Choice" (1970)
- "Duality in Nonlinear Programming" (1971)
- "Optimization of Multistage Systems" (1972)
- "Stochastic Optimization Problems" (1973)
- "Nonlinear Programming and Optimal Control" (1974)
- "Economic Decision Making under Risk" (1975)
- "Multiobjective Decision Making" (1976)
- "Game Theory and Economic Behavior" (1977)
- "Dynamic Optimization Problems" (1978)
- "Nonlinear Optimization Problems" (1979)
- "Global Optimization Problems" (1980)
- "Large Scale Optimization Problems" (1981)
- "Parallel Optimization Problems" (1982)
- "Robust Optimization Problems" (1983)
- "Neural Network Optimization Problems" (1984)
- "Genetic Algorithm Optimization Problems" (1985)
- "Fuzzy Optimization Problems" (1986)
- "Simulated Annealing Optimization Problems" (1987)
- "Tabu Search Optimization Problems" (1988)
- "Ant Colony Optimization Problems" (1989)
- "Particle Swarm Optimization Problems" (1990)
- "Differential Evolution Optimization Problems" (1991)
- "Artificial Immune System Optimization Problems" (1992)
- "Cultural Algorithm Optimization Problems" (1993)
- "Evolution Strategies Optimization Problems" (1994)
- "Genetic Programming Optimization Problems" (1995)
- "Bayesian Optimization Problems" (1996)
- "Sequential Monte Carlo Optimization Problems" (1997)
- "Monte Carlo Tree Search Optimization Problems" (1998)
- "Deep Reinforcement Learning Optimization Problems" (1999)
- "Generative Adversarial Network Optimization Problems" (2000)