Sage comes with the library cvxopt preinstalled, so you can solve non-linear 
problems.

Regards
Jorge

> Date: Mon, 12 Jul 2010 10:09:40 -0700
> Subject: [sage-support] Non-Linear Programming in Sage
> From: [email protected]
> To: [email protected]
> 
> After reading through the documentation, it doesn't look like sage can
> solve a non-linear program.  Is this correct?
> 
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