Non-linear programming
From Encyclopedia of Mathematics - Reading time: 1 min
The branch of mathematical programming concerned with the theory and methods for solving problems of optimization of non-linear functions on sets given by non-linear constraints (equalities and inequalities).
The principal difficulty in solving problems in non-linear programming is their multi-extremal nature, while the known numerical methods for solving them in the general case guarantee convergence of minimizing sequences to local extremum points only.
The best studied branch of non-linear programming is convex programming, the problems in which are characterized by the fact that every local minimum point is a global minimum.
References[edit]
| [1] | W.I. Zangwill, "Nonlinear programming: a unified approach" , Prentice-Hall (1969) |
| [2] | V.G. Karmanov, "Mathematical programming" , Moscow (1975) (In Russian) |
| [3] | E. Polak, "Computational methods in optimization: a unified approach" , Acad. Press (1971) |
| [a1] | M. Minoux, "Mathematical programming: theory and algorithms" , Wiley (1986) |
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