This article introduces a new class of memristor neural networks (NNs) for solving, in real-time, quadratic programming (QP) and linear programming (LP) problems. The networks, which are called memristor programming NNs (MPNNs), use a set of filamentary-type memristors with sharp memristance transitions for constraint satisfaction and an additional set of memristors with smooth memristance transitions for memorizing the result of a computation. The nonlinear dynamics and global optimization capabilities of MPNNs for QP and LP problems are thoroughly investigated via a recently introduced technique called the flux-charge analysis method. One main feature of MPNNs is that the processing is performed in the flux-charge domain rather than in the conventional voltage-current domain. This enables exploiting the unconventional features of memristors to obtain advantages over the traditional NNs for QP and LP problems operating in the voltage-current domain. One advantage is that operating in the flux-charge domain allows for reduced power consumption, since in an MPNN, voltages, currents, and, hence, power vanish when the quick analog transient is over. Moreover, an MPNN works in accordance with the fundamental principle of in-memory computing, that is, the nonlinearity of the memristor is used in the dynamic computation, but the same memristor is also used to memorize in a nonvolatile way the result of a computation.