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Nonlinear Programs

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Linear Programming and Generalizations

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 149))

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Abstract

A nonlinear program differs from a linear program by allowing the objective and the constraints to be nonlinear.

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Notes

  1. 1.

    Kuhn, H. K. and A. W. Tucker, “Nonlinear programming,” Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, J. Neyman, editor, University of California Press, pp. 481-491, 1950.

  2. 2.

    Karush, W, Minima of functions of several variables with inequalities as side conditions, M. Sc. Thesis, Department of Mathematics, University of Chicago, 1939.

  3. 3.

    Takayama, A., Mathematical Economics, Drysdale Press, Hinsdale, Illinois, 1974.

  4. 4.

    John, F., Extremum problems with inequalities as subsidiary conditions, Studies and essays presented to Richard Courant on his 60 th birthday, Interscience, New York, pp., 187-204, 1948.

  5. 5.

    Slater, M., “Lagrange multipliers revisited: a contribution to nonlinear programming,” Cowles Commission Discussion Paper, Mathematics 403, November, 1950.

  6. 6.

    Kuhn, H. K., “Nonlinear programming: a historical note,” A history of mathematical programming: A collection of personal reminiscences, J. K. Lenstra, Alexander H. K. Rinnooy Kan, and Alexander Schrijver, eds., Elsevier Sci., Amsterdam, pp. 82-96, 1991.

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Correspondence to Eric V. Denardo .

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Denardo, E.V. (2011). Nonlinear Programs. In: Linear Programming and Generalizations. International Series in Operations Research & Management Science, vol 149. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-6491-5_20

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