Nonlinear programming

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Revision as of 13:16, 13 November 2007 by imported>Igor Grešovnik (explanations in Mathematical formulation)
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In mathematics, nonlinear programming (NLP) is the process of minimization or maximization of a function of a set of real variables (termed objective function), while simultaneously satisfying a set of equalities and inequalities ( collectively termed constraints), where some of the constraints or the objective function are nonlinear.

Mathematical formulation

A nonlinear programming problem can be stated as:

or

where

In the above equations, the set X is also called the feasible region of the problem. The function to be minimized is often called the objective function or cost function.


See also

External links