Nonlinear Programming has the goal of finding
a solution that optimizes an objective function, possibly subject
to constraints on the decision variables. It is different than
linear programming in that the functions defining the objective
or constraints may be nonlinear functions of the decision variables
rather than linear.
This makes the nonlinear programming model much
more difficult to express because nonlinear functions can take
on a such a wide variety of functional forms. It is also much
more difficult to solve nonlinear programming problems.
This add-in illustrates direct search methods
for solving the unconstrained nonlinear programming problem.
The examples for this section are in the Teach
NLP demo (teachnlpdem.xls). To solve or change the model you
must have the Teach NLP add-in (teachnl.xla) loaded.