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Nonlinear Programming


Nonlinear programming is the optimization of a nonlinear objective function, possibly subject to nonlinear equality and inequality constraints. A standard problem has the form

 min_(x)f(x) subject to g_i(x)<=0 and h_j(x)=0.

Necessary conditions for a constrained local optimum are expressed by the Kuhn-Tucker theorem under suitable constraint qualifications. Convex nonlinear programs have the additional property that every local minimum is a global minimum.


See also

Convex Optimization Theory, Kuhn-Tucker Theorem, Linear Programming

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References

Peressini, A. L.; Sullivan, F. E.; and Uhl, J. J., Jr. The Mathematics of Nonlinear Programming. New York: Springer-Verlag, 1988.

Cite this as:

Weisstein, Eric W. "Nonlinear Programming." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/NonlinearProgramming.html

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