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Nonlinear constraints
Definition
Nonlinear constraints are restrictions on decision variables that involve relationships beyond linear combinations, such as products of variables, squares, or nonlinear functions. They define which candidate solutions are allowed in a constraint or optimization problem. Examples include x²+y²≤25 and xy≥12, with the variables' domains specified separately.
What it means
A constraint states a requirement, while an objective states what should be improved. A model might minimize cost subject to a nonlinear energy limit, or it might simply seek any values satisfying several nonlinear equations. A nonlinear objective and a nonlinear constraint are different features of a problem.
Nonlinearity often arises when quantities interact. If both length and width are decisions, their product determines area. If width is a fixed constant, area is linear in the remaining length variable. The classification therefore depends on which quantities are variables and which are fixed parameters.
How it works
A common form is lower_bound≤g(x)≤upper_bound, where g can return one or several nonlinear expressions. Equal lower and upper bounds represent an equality. One infinite bound represents a one-sided restriction.
Continuous optimization methods may use derivatives or local approximations to navigate the feasible region. Constraint-programming and mixed-integer methods use different techniques when variables are discrete or when logical choices interact with nonlinear relationships. Solver suitability depends on the domains, expression structure, and required guarantees.
Nonlinear does not automatically mean nonconvex. The region x²+y²≤25 is a convex disk: the line segment between two feasible points stays feasible. The equality x²+y²=25 describes a circle and is not a convex feasible set. This distinction affects what can be concluded about locally obtained solutions.
Three practical examples
- Geometric design: require a selected position to lie within a circular operating area.
- Resource modeling: impose a nonlinear power or energy relationship involving chosen operating settings.
- Product sizing: constrain area or volume when multiple dimensions are decision variables.
Think of it this way
Think of a fence defining where a candidate solution may stand. Linear inequalities make straight boundaries; nonlinear expressions can create curved boundaries or separated regions.
The analogy is incomplete because feasible sets can live in many dimensions or use discrete variables. Some nonlinear constraints still define simple convex regions, while others create much more difficult geometry. Curvature alone does not determine computational difficulty.
Worked example
Choose nonnegative coordinates x and y subject to x²+y²≤25. Suppose the objective is to maximize x+y. Candidate (3,4) is feasible because 9+16=25, and its objective value is seven. Candidate (4,4) is infeasible because 16+16=32, which exceeds the limit.
By the inequality (x+y)²≤2(x²+y²), every feasible point satisfies x+y≤√50=5√2, approximately 7.0711. Equality is attained at x=y=5/√2, approximately 3.5355. That point has x²+y²=25, so it is feasible and reaches the bound. This directly establishes the continuous optimum.
If x and y must instead be nonnegative integers, (3,4) and (4,3) attain seven. An integer objective value greater than seven would be at least eight, contradicting the continuous upper bound of about 7.0711. The integer optimum is therefore seven.
The constraint expression has not changed, but the variable domains change the answer. This example is solved analytically; it is not a claim that a general nonlinear solver always finds a globally optimal answer or that rounding a continuous solution always produces a feasible integer solution.
Illustrative case study
Fictional case: a packaging team optimizes two adjustable dimensions while meeting a capacity requirement expressed through their product. A spreadsheet initially treats one dimension as fixed, producing a linear model that no longer matches the actual design freedom.
The team rewrites the constraint, checks units, and verifies candidate dimensions against the original requirement. It also records whether the solver result is locally optimal or supported by a stronger guarantee. The fictional case illustrates model formulation and verification, not a measured reduction in packaging cost.
Common misconceptions and mistakes
Multiplying a variable by a known constant does not make a constraint nonlinear. Multiplying two decision variables generally does. Likewise, an expression may look nonlinear before simplification but reduce to an equivalent linear restriction over the stated domain.
Nonlinear constraints do not imply that every problem is impossible or equally hard. Convexity, dimensionality, smoothness, and variable domains matter. Conversely, accepting a candidate from a local numerical method does not establish global optimality in a nonconvex problem.
Watch numerical tolerances. A solver may accept a small residual as feasible, but the operational meaning depends on units and required precision. Dividing by a variable or applying a logarithm can also impose domain restrictions that must be represented explicitly.
Business use
These constraints allow planning models to represent interactions that simple linear approximations miss. Their value depends on whether the extra realism materially changes the decision and whether the required inputs are trustworthy.
Keep a separate feasibility check using the original expressions. Report the largest relevant violation, variable-domain compliance, and the solver's termination status. If a linear approximation is used for speed, document its valid range and test whether the proposed solution satisfies the original nonlinear requirement.
People also ask
Is x+y²≤10 nonlinear?
Yes, when y is a decision variable, because the squared term is nonlinear.
Are all nonlinear feasible regions nonconvex?
No. A disk defined by x²+y²≤25 is convex, even though its defining expression is nonlinear.
Can I round a continuous solution to get an integer solution?
Not safely in general. Rounding can violate constraints, so the discrete problem needs appropriate handling.
Check your understanding
With x²+y²≤25, is (5,1) feasible?
Answer: No. Its squared terms sum to 26, which exceeds 25.
Related terms
- Constraint satisfaction
- Jacobian
- nonlinear programming
- feasible region
- convexity
- equality constraint
- mixed-integer optimization
- numerical tolerance
Learn next
sketch the regions defined by x²+y²≤25, x²+y²≥25, and x²+y²=25. Then compare how convexity and integer restrictions affect feasible solutions and optimization guarantees.
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Sources
SciPy's official NonlinearConstraint documentation explains bounded nonlinear functions, equalities, derivatives, and the distinction between specifying and enforcing constraints: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.NonlinearConstraint.html
Russell and Norvig discuss constraint domains and nonlinear restrictions: https://aima.cs.berkeley.edu/2nd-ed/newchap05.pdf
The disk optimization proof and fictional packaging case are original teaching examples.
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