NonlinearProgram Class

public class NonlinearProgram : OptimizationModel

Public Class NonlinearProgram
	Inherits OptimizationModel

public ref class NonlinearProgram : public OptimizationModel

type NonlinearProgram = 
    class
        inherit OptimizationModel
    end

Inheritance

Object  →  OptimizationModel  →  NonlinearProgram

Use the NonlinearProgram class to represent an optimization problem with a nonlinear objective function that may have both linear and nonlinear constraints.

A nonlinear program has variables and constraints. They are made available through the Variables and Constraints properties. These collections are indexed by name and by position.

There are two ways to define a nonlinear program. You can supply the linear constraints of the nonlinear program in matrix form. You can also build the nonlinear program entirely from scratch using the AddVariable(String, Double) and AddLinearConstraint(String, Double, Double) methods. The ExtremumType property determines whether a maximum or a minimum is requested.

The Solve() method solves the nonlinear program using a sequential quadratic programming algorithm. Note that this operation can take a long time for large problems or difficult problems. Small problems are usually solved within a fraction of a second. The Status property returns a OptimizationModelStatus value that indicates the result of the calculation. A value of Optimal indicates an optimal solution was found.

The Solve() method returns a Vector containing the optimal values for the variables. The values of the variables are also avaialble through the Value property of the variables.

Once a solution has been computed, the OptimalValue property returns the optimal value.

Reference