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Non-linear programming

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Introduction

We have one function (scalar) of several variables that we seek to mininize subject to constraint functions that limit these variables.The function that we seek to minimize is called objective function. If the objective function and the constaints are linear, then its called a linear programming problem. If the objective function is a Quadratic then its called Quadratic Programming.

See Also

1.Non-Linear programming FAQ:http://www-unix.mcs.anl.gov/otc/Guide/faq/nonlinear-programming-faq.html

References

1.Non-linear Programming: Theory and Algorithms (Wiley Series in Discrete Mathematics & Optimization) by Moktar S. Bazaraa, C.M. Shetty, Hanif D. Sherali.

ISBN: 0471557935