Non-linear programming

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)

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[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)