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18 views5 pagesNon-linear Programming Overview and Applications
The document discusses Non-linear Programming (NLP), which involves decision variables expressed as nonlinear functions in optimization models, allowing for the analysis of problems with economies or diseconomies of scale. It highlights the advantages of NLP, such as providing more information than marginal analysis and the ability to exclude certain goods in budget distribution. Additionally, it provides historical context on linear programming and examples of NLP applications, including resource assignment and consumer utility maximization.
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0% found this document useful (0 votes)
18 views5 pagesNon-linear Programming Overview and Applications
The document discusses Non-linear Programming (NLP), which involves decision variables expressed as nonlinear functions in optimization models, allowing for the analysis of problems with economies or diseconomies of scale. It highlights the advantages of NLP, such as providing more information than marginal analysis and the ability to exclude certain goods in budget distribution. Additionally, it provides historical context on linear programming and examples of NLP applications, including resource assignment and consumer utility maximization.
Translated by
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Ibero-American University Tijuana
Projects
Anneliesse Crabtree.
Non-linear Programming Research.
Stephanie Montes Valdez
Industrial Engineering.
Non-linear programming:
ANon-Linear Programming (NLP) model it is the one where the variables of
decisions are expressed as nonlinear functions either in the objective function and/or
restrictions of an optimization model. This particular feature of the
nonlinear models allow addressing problems where there are economies or
diseconomies of scale or in general where the associated assumptions about the
proportionality is not fulfilled.
Non-linear programming is part of operations research and
also, like linear programming, aims to provide the
elements to find the optimal points for an objective function.
The scope of nonlinear programming is very broad, however,
to date, researchers in this field of knowledge have not
developed a systematic method that is practical for its study. The
non-linear programming is also known by the name of programming
quadratic, by virtue of the fact that most of the problems that arise
they contain quadratic or second degree equations. Many times they
they present cases where nonlinear functions need to be maximized that present
linear restrictions; this can be solved, as long as one admits the
hypothesis that marginal utility is not constant, in this case, the function
the objective stops being linear.
The most important advantages of nonlinear programming are two:
In some cases, the optimal distribution of the budget excludes
any of the goods considered in the general budget; this
The situation is reflected in any of the model's constraints.
2. Non-linear programming provides more information than that contained in the
marginal analysis. It not only defines the objective but also indicates the
specific guidance to achieve the objective.
Nonlinear problems are characterized by having nonlinear relationships; it is
to say, there is no direct and proportional relationship between the variables that
intervene. Non-linear programming problems are also called
curvilinear, since the area that delineates the feasible solutions in a graph is
presented in the form of a curve. The objective function in nonlinear programming,
it can be concave or convex. It is concave when it is about maximizing
utilities, contributions, etc. It is convex when it seeks to minimize resources,
costs, etc.
History (Linear programming):
Although it seems that linear programming was used by G. Monge in 1776,
L. V. Kantorovich is considered one of its creators. He presented it in his book
Mathematical methods for organization and production (1939) and developed it.
in his work On Mass Transfer (1942). Kantorovich received the
Nobel Prize in Economics in 1975 for his contributions to the problem of the
optimal allocation of human resources.
Example:
Location of Facilities: Consider that a distribution company of
pharmaceutical products requires determining the location of a warehouse that
it will function as a distribution and supply center for its locations in the
country. Especially, the aim is to be at the shortest distance from the 3 main stores.
for public sale referred to as A, B, and C, respectively. The coordinates
The geographical characteristics of these localities are presented in the following graph:
Formulate and solve an optimization model that allows for determining the
optimal location of the warehouse that minimizes the distance to the different stores
of the company. Assume that the warehouse can be located at any coordinates
the point on the map.
Response: If we consider decision variables X and Y that correspond
at the respective coordinates of the warehouse to be installed, it can be defined the
next model of nonlinear optimization without constraints, where the following
Objective function for distance minimization (Min f(x,y)) is defined by:
The optimal solution corresponds to X=33.45 and Y=40.88.
Applications:
Resource Assignment: It involves associating the tasks in the project,
people and materials necessary for this to be carried out.
Consumer utility problems: They determine the quantity to consume.
from various goods to maximize consumer utility.
Production problems: They determine the quantity to be produced of several
goods to minimize costs or maximize income or profits.
Portfolio selection problems in a mean-variance environment:
They determine the amount to invest in a group of financial assets with the
objective of minimizing risks.
Process design: Process design is the design and selection of the
sequence of physical transformations in order to obtain higher value or
utility.
References:
[Link]
[Link]
operations/Operations_Research_Part_2.pdf
Application of Non-Linear Programming and Optimization
Applications of non-programming
It consists of associating tasks, maximizing the
consumer utility.