Nonlinear programming
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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.