Nonlinear
Programming
Lecture No. 04
Dr. Sara Atef
Nonlinear Programming
• The methods seen so far have assumed that the objective
function and constraints are linear
• However, there are many nonlinear relationships in the real
world that would require the objective function and/or
constraint equations to be nonlinear
• Computational procedures for nonlinear programming
(NLP) may only provide a local optimum solution rather
than a global optimum
Nonlinear Objective Function and Linear
Constraints (1 of 3)
• The Great Western Appliance Company sells two models
of toaster ovens, the Microtoaster (X1) and the Self-Clean
Toaster Oven (X2)
• They earn a profit of $28 for each Microtoaster no matter
the number of units sold
• For the Self-Clean oven, profits increase as more units are
sold due to a fixed overhead
– The profit function for the Self-Clean oven
21X2 + 0.25X22
Nonlinear Objective Function and Linear
Constraints (2 of 3)
• The objective function is nonlinear and there are two linear
constraints on production capacity and sales time available
Maximize profit = 28X1 + 21X2 + 0.25X22
subject to
X1 + X2 ≤ 1,000 (units of production capacity)
0.5X1 + 0.4X2 ≤ 500 (hours of sales time available)
X1, X2 ≥ 0
Nonlinear Objective Function and Linear
Constraints (3 of 3)
When an objective function contains a
squared term and the problem
constraints are linear, it is called a
quadratic programming problem
Using Software (1 of 2)
PROGRAM 10.9 Excel 2016 Solver Solution for Great
Western Appliance NLP Problem
Using Software (2 of 2)
PROGRAM 10.9 Excel 2016 Solver Solution for Great
Western Appliance NLP Problem
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Solver Parameter Inputs and Selections Key Formulas
Set Objective: E8 B
By Changing cells: B4:C4 l
a
To: Max
n
Subject to the Constraints: k
E11:E12 <= G11:G12
Solving Method: GRG Nonlinear
Make Variables Non-Negative
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Both Nonlinear Objective Function and
Nonlinear Constraints (1 of 2)
• The annual profit at a medium-sized (200-400 beds)
Hospicare Corporation hospital depends on
– The number of medical patients admitted (X1)
– The number of surgical patients admitted (X2)
• The objective function for the hospital is nonlinear
• There are three constraints, two of which are nonlinear
– Nursing capacity - nonlinear
– X-ray capacity - nonlinear
– Marketing budget required
Both Nonlinear Objective Function and
Nonlinear Constraints (2 of 2)
• Objective function and constraint equations
Maximize profit = $13X1 + $6X1X2 + $5X2 + $1÷X2
subject to
2X12 + 4X2 ≤ 90 (nursing capacity in thousands of labor-days)
X1 + X23 ≤ 75 (x-ray capacity in thousands)
8X1 − 2X2 ≤ 61 (marketing budget required in
thousands of $)
Using Software (1 of 2)
PROGRAM 10.10 Excel 2016 Solution for Hospicare NLP
Problem
Using Software (2 of 2)
PROGRAM 10.10 Excel 2016 Solution for Hospicare NLP
Problem
Solver Parameter Inputs and Selections Key Formulas
Set Objective: H8
By Changing cells: B4:C4
To: Max
Copy H8 to H11:H13
Subject to the Constraints:
H11:H13 <= J11:J13
Solving Method: GRG Nonlinear
Make Variables Non-Negative
Linear Objective Function and Nonlinear
Constraints (1 of 2)
• Thermlock Corp. produces massive rubber washers and
gaskets like the type used to seal joints on the NASA
Space Shuttles
– It combines two ingredients, rubber (X1) and oil (X2)
– The cost of the industrial quality rubber is $5 per pound
and the cost of high viscosity oil is $7 per pound
– Two of the three constraints are nonlinear
Linear Objective Function and Nonlinear
Constraints (2 of 2)
• Objective function and constraints
Minimize costs = $5X1 + $7X2
subject to
3X1 + 0.25X12 + 4X2 + 0.3X22 ≥ 125 (hardness constraint)
13X1 + X13 ≥ 80 (tensile strength)
0.7X1 + X2 ≥ 17 (elasticity)
Using Software (1 of 2)
PROGRAM 10.11 Excel 2016 Solution to the Thermlock NLP
Problem
Using Software (2 of 2)
PROGRAM 10.11 Excel 2016 Solution to the Thermlock NLP
Problem
Solver Parameter Inputs and Selections Key Formulas
Set Objective: D5
By Changing cells: B4:C4
To: Min
Subject to the Constraints:
G10:G12 >= I10:I12 Copy G10 to G11:G12
Solving Method: GRG Nonlinear
Make Variables Non-Negative
