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In mathematics, nonlinear programming (NLP) is the process of solving an optimization problem where some of the constraints or the objective function are nonlinear. An optimization problem is one of calculation of the extrema of an objective function over a set of unknown real variables and conditional to the satisfaction of a system of equalities and inequalities, collectively termed constraints. It is the sub-field of mathematical optimization that deals with problems that are not linear.
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The FICO Xpress optimizer is a commercial optimization solver for linear programming (LP), mixed integer linear programming (MILP), convex quadratic programming (QP), convex quadratically constrained quadratic programming (QCQP), second-order cone programming (SOCP) and their mixed integer counterparts. Xpress includes a general purpose non-linear solver, Xpress NonLinear, including a successive linear programming algorithm, and Artelys Knitro.
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References
- Nocedal, Jorge; Wright, Stephen J. (2006). Numerical Optimization (2nd ed.). Springer Publishing. ISBN 0-387-30303-0.
- Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A. (2006). "Knitro: An Integrated Package for Nonlinear Optimization" (PDF). Archived from the original (PDF) on October 12, 2016. Retrieved November 17, 2017.
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