EconPapers    
Economics at your fingertips  
 

Nonlinear Optimization

Ramteen Sioshansi () and Antonio J. Conejo ()
Additional contact information
Ramteen Sioshansi: The Ohio State University
Antonio J. Conejo: The Ohio State University

Chapter Chapter 4 in Optimization in Engineering, 2017, pp 197-285 from Springer

Abstract: Abstract This chapter considers nonlinear programming problem (NLPP), which are problems that have an objective function or at least one constraint that is nonlinear in the decision variables. We begin by first introducing some examples of nonlinear optimization problems. We then discuss an analytical approach to solving NLPPs. This method uses what are called optimality conditions, which are properties that an optimal set of decision variables has to exhibit. Chapter 5 then introduces the use of iterative solution algorithms, which are techniques commonly used by software packages, to solve NLPPs.

Date: 2017
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-56769-3_4

Ordering information: This item can be ordered from
http://www.springer.com/9783319567693

DOI: 10.1007/978-3-319-56769-3_4

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:spochp:978-3-319-56769-3_4