OR Notes: Non-Linear Programming
By: J E Beasley
You will recall that in formulating linear programs (LP's) and integer programs (IP's) we tried to ensure that both the objective and the constraints were linear - that is each term was merely a constant or a constant multiplied by an unknown (e.g. 5x is a linear term but 5x² a nonlinear term). Unless all terms were linear our solution algorithms (simplex/interior point for LP and tree search for IP) would not work.
Here we will look at problems which do contain nonlinear terms. Such problems are generally known as nonlinear programming (NLP) problems and the entire subject is known as nonlinear programming.
Link to material: http://people.brunel.ac.uk/~mastjjb/jeb/or/nlp.html