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Operations Research Models and Methods
Models Section
Teach Nonlinear Programming Add-in

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.


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Operations Research Models and Methods
by Paul A. Jensen
Copyright 2004 - All rights reserved