

Nonlinear
Programming 

For nonlinear programming models some terms of the objective function
or constraints involve nonlinear functions of the decision variables.
Although the statement of the nonlinear model is similar to the
linear programming model, the process of solving such problems
is significantly more complicated. 


The figure shows a linearly constrained region and contours
of a nonlinear objective function. We solve this example later
in this section.


The Excel Solver finds
solutions for nonlinear programming models, but the nature of
the solution obtained usually requires additional analysis. For
some problems, the solution can be identified as the global optimum
solution, that is, the solution that maximizes or minimizes the
objective function over all feasible solutions. For other problems,
the solution can only be identified as a local optimum, that
is, a solution better than all feasible points in the close neighborhood
of the solution. Because of numerical difficulties associated
with the procedure, it is even possible that the Solver may fail
to find a local optimum. We leave these questions to more advanced
texts on nonlinear programming. Here we describe the operation
of the addin when the Nonlinear item on the OR_MM menu is selected. 


