NLP2

Nonlinear Programming Example Problem

A nonlinear programming problem (NLP) is an optimization problem where the objective function or some of the constraints are nonlinear. Consider the following problem:

This is the well-known Rosenbrock function that is particularly hard for nonlinear solvers because of its shape. The animation below describes the features of this problem, as well as the various ways solvers may try to provide a solution. The next 3 animations show how different the solution trajectories can be for different solution algorithms implemented in different solvers:



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Contents

Chapter 1: Introduction.  An introduction to the process of optimization and an overview of the major topics covered in the course.  Last revision: December 2020 . Chapter 2: Introduction to Linear Programming.  The basic notions of linear programming and the simplex method. The simplex method is the easiest way to provide a beginner with a solid understanding of linear programming.  Last revision: December 2020. See animation  LP1 . A good  article on formulating LPs  by Gerry Brown and Rob Dell. Example questions with solutions . March 4, 2021. Chapter 3: Towards the Simplex Method for Efficient Solution of Linear Programs.  Cornerpoints and bases. Moving to improved solutions.  Last revision: December 2020 . See animation  LP2 . Chapter 4: The Mechanics of the Simplex Method.  The tableau representation as a way of illustrating the process of the simplex method. Special cases such as degeneracy and unboundedness.  Last revision: December 2020. See animation  LP3 . Example questions
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