10
Non-Linear Programming
10.1 INTRODUCTION
In the previous chapters, we have studied linear programming problems. For an LPP, our objective is to maximize or minimize a linear function subject to the linear constraints. But in many cases:
- The objective function may not be linear (or)
- All/some of the constraints may not be linear (or)
- Both the objective and the constraints may not be linear.
Such an optimization problem is called a non linear programming problem (NLPP). In this chapter, we discuss techniques to solve NLPP’s.
10.2 GENERAL STRUCTURE OF AN NLPP
A general non-linear programming problem can be expressed as follows:
Objective Function
Max or Min Z = f(x1, x2, ... xn)
Here, we have to evaluate the values of the decision variables ...
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