# Basic Solver - Optimization Methods

A model in which the objective function and all of the constraints (other than integer constraints) are linear functions of the decision variables is called a *linear programming* (LP) problem. (The term “programming” dates from the 1940s and the discipline of “planning and programming” where these solution methods were first used; it has nothing to do with computer programming.) As noted earlier, a linear programming problem is always **convex**.

If the problem includes integer constraints, it is called an *integer linear* programming problem. A linear programming problem with some “regular” (continuous) decision variables, and some variables that are constrained to integer values, is called a *mixed-integer programming* (MIP) problem. Integer constraints are **non-convex**, and they make the problem far more difficult to solve; see below for details.

A *quadratic programming* (QP) problem is a generalization of a linear programming problem. Its objective is a **convex** *quadratic* function of the decision variables, and all of its constraints must be *linear* functions of the variables. A problem with linear and convex quadratic *constraints*, and a linear or convex quadratic objective, is called a *quadratically constrained* (QCP) problem.

A model in which the objective function and all of the constraints (other than integer constraints) are smooth nonlinear functions of the decision variables is called a *nonlinear programming* (NLP) or *nonlinear optimization* problem. If the problem includes integer constraints, it is called an *integer nonlinear* programming problem. A model in which the objective or any of the constraints are non-smooth functions of the variables is called a *non-smooth optimization* (NSP) problem.