## 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(x_{1}, x_{2}, ... x_{n})

Here, we have to evaluate the values of the decision variables ...