In mathematics, nonlinear programming (NLP) is the process of solving an optimization problem where some of the constraints are not linear equalities or the objective function is not a linear …

a mathematical program. This chapter provides an initial step toward coping with such nonlinearities, first by introducing several characteristics of nonlinear programs and then by …

For nonlinear programs, including interior point methods applied to linear pro-grams, it is meaningful to consider the speed of convergence. There are many dif-ferent classes of …

Because investors are concerned about both the expected return (gain) and the risk associated with their in-vestments, nonlinear programming is used to determine a portfolio that, under …

Learn how to solve nonlinear programming problems. Resources include videos, examples, and documentation covering nonlinear optimization and other topics.

The nonlinear programming problem that will concern us has three fundamental ingredients: a finite number of real variables, a finite number of constraints which the variables must satisfy, …

What is non-linear programming? mathematical optimization problem is one in which a given function is either maximized or minimized relative to a given set of alternatives.