Nonlinear programming

Nonlinear programming is the process of solving an optimization problem defined by a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized, where some of the constraints or the objective function are nonlinear. It is the sub-field of mathematical optimization that deals with problems that are not linear.

See also

Mathematical Optimization

Papers

• Shirangi, Mehrdad Gharib History matching production data and uncertainty assessment with an efficient TSVD parameterization algorith. Journal of Petroleum Science and Engineering 113: 54-71.
• Nash, S. G., & Sofer, A. (1996). Linear and nonlinear programming.

Books

• Bertsekas, Dimitri P. (1999). Nonlinear Programming. Athena Scientific
• Ruszczyński, Andrzej (2006). Nonlinear Optimization. Princeton, NJ: Princeton University Press.
• Avriel, Mordecai (2003). Nonlinear Programming: Analysis and Methods. Dover Publishing.
• Bazaraa, Mokhtar S. and Shetty, C. M. (1979). Nonlinear programming. Theory and algorithms. John Wiley & Sons.