Example NLP1: Nonlinear Programming Example

A nonlinear programming problem (NLP) is an optimization problem where the objective function or some of the constraints are nonlinear. Consider the following problem:

This is an example of an NLP. It is an NLP because of the multiplication of variables in the objective function. The following animation steps through the process to solve the above NLP.

Press the Start button twice to begin the example.

A nonlinear programming solver has been developed. It allows the user to select from a list of available models, and solve the problem with five different solvers. The results can then be viewed as contour graphs. The solver and installation instructions are available here.