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.
