विधियों की तुलना करें

	रैखिक प्रोग्रामन	अरेखीय प्रोग्रामन	मजबूत अनुकूलन
क्षेत्र	अनुकूलन	अनुकूलन	अनुकूलन
परिवार	Process / pipeline	Process / pipeline	Process / pipeline
उद्भव वर्ष	1947	2006	1970s theoretical roots; modern tractable form from late 1990s–2004
प्रवर्तक	George B. Dantzig	Jorge Nocedal & Stephen Wright	Ben-Tal, El Ghaoui & Nemirovski (seminal book, 2009); Bertsimas & Sim (tractable polyhedral formulation, 2004)
प्रकार	Mathematical programming / continuous optimization	Continuous mathematical optimization	Mathematical programming framework
मौलिक स्रोत	Dantzig, G.B. (1963). Linear Programming and Extensions. Princeton University Press. ISBN: 9780691059136	Nocedal, J., & Wright, S. J. (2006). Numerical Optimization (2nd ed.). Springer. ISBN: 978-0-387-30303-1	Ben-Tal, A., El Ghaoui, L. & Nemirovski, A. (2009). Robust Optimization. Princeton University Press. ISBN: 9780691143682
उपनाम	LP, linear optimization, Doğrusal Programlama (LP)	NLP optimization, Constrained nonlinear optimization, Smooth optimization, Doğrusal olmayan programlama	minimax optimization, worst-case optimization, Gürbüz Optimizasyon (Robust Optimization)
संबंधित	4	3	5
सारांश	Linear programming (LP), pioneered by George B. Dantzig in 1947, is a mathematical method for finding the best value of a linear objective function — such as minimum cost or maximum profit — subject to a set of linear inequality and equality constraints. It is the foundational technique in operations research and underlies production planning, resource allocation, logistics, diet problems, and countless other decision-making scenarios across engineering, economics, and the natural sciences.	Nonlinear programming (NLP) is a branch of mathematical optimization concerned with problems in which the objective function or at least one constraint is nonlinear. Formalized comprehensively by Jorge Nocedal and Stephen Wright in their seminal 2006 text, NLP encompasses gradient-based algorithms — including sequential quadratic programming (SQP), interior-point methods, and quasi-Newton approaches — for finding locally or globally optimal solutions to continuous decision problems arising across engineering, economics, and the physical sciences.	Robust optimization is a mathematical programming framework, formalised by Ben-Tal and Nemirovski in the late 1990s and made broadly tractable by Bertsimas and Sim (2004), that finds decisions guaranteed to perform acceptably under every scenario within a predefined uncertainty set — rather than assuming parameter values are known exactly. Instead of optimising for a single expected outcome, it minimises the worst-case objective across all plausible realisations of uncertain data.