Nonlinear programming

Defines nonlinear programming.

Nonlinear programming is another generalization of linear programming that amounts to minimizing a nonlinear function subject to nonlinear constraints.

In other words:


minimize g(x1,...,xn)
subject to f1(x1,...,xn) ≥ 0
....
           fm (x1,...,xn) ≥ 0

where g, f 1 ,..., fm are real functions of n variables. Nonlinear programs are generally very challenging from a computational standpoint; local methods are often used to solve them, sacrificing optimality for speed of execution. Note also that integer programs can be recast as nonlinear programs.