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I have a nonconvex optimization problem. It is actually optimizing a linear objective function over a set of linear constraints and a set of nonlinear, non convex constraints.

Is this problem NP-hard? If so, haw can I prove this?

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As @Brian Borchers says in his answer, this is impossible to answer without seeing the problem. –  Igor Rivin Jul 5 '13 at 3:35

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In general, you can show that a class of problems is NP-Hard by taking a known NP-hard problem and reducing it to a problem in your class (being careful that size of the problem does not increase too much.)

Since some well known NP-hard problems can easily be rewritten as nonlinear optimization problems with non-convex constraints, the class of non-convex nonlinear optimization problems is in general NP-Hard.

However, this says nothing about your particular non-convex optimization problem.

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Consider a source-sink flow network that for some nodes in the network, the corresponding outgoing arcs have unknown inputs that require the amount of flow to such a node must be split based on these coefficients. All unknowns are given in some intervals. Now, we need to check if there is a realization of the unknowns in the given intervals such that for the corresponding values, the network is feasible. –  Star Jul 5 '13 at 6:36
    
I can't make sense of what you've written in the above comment. I'd suggest editing your original question to describe the problem in detail using mathematical notation. –  Brian Borchers Jul 5 '13 at 14:41

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