Linear Nonlilear Programming

Learn everything from Linear Algebra, then test your knowledge with 400+ practice questions

In a mathematical programming problem, an optimum (maxi­ mum or minimum) of a function is sought, subject to con­ straints on the values of the variables. In the quarter century since G. B. Dantzig introduced the simplex method for linear programming, many real-world problems have been modelled in mathematical programming terms. Such problems often arise in economic planning - such as scheduling industrial production or transportation - but various other problems, such as the optimal control of an interplanetary rocket, are of similar kind. Often the problems involve nonlinear func­ tions, and so need methods more general than linear pro­ gramming. This book presents a unified theory of nonlinear mathe­ matical programming. The same methods and concepts apply equally to 'nonlinear programming' problems with a finite number of variables, and to 'optimal control' problems with e. g. a continuous curve (i. e. infinitely many variables).