View article

In this chapter, we introduce the nonlinear programming (NLP) problem. Our purpose is to provide some background on nonlinear problems; indeed, an exhaustive discussion of both theoretical and practical aspects of nonlinear programming can be the subject matter of an entire book.

There are several reasons for studying nonlinear programming in an optimal control class. First and foremost, anyone interested in optimal control should know about a number of fundamental results in nonlinear programming. As optimal control problems are optimization problems in (infinite-dimensional) functional spaces, while nonlinear programming are optimization problems in Euclidean spaces, optimal control can indeed be seen as a generalization of nonlinear programming.