Samiksha Jaiswal (Editor)

Semi infinite programming

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In optimization theory, semi-infinite programming (SIP) is an optimization problem with a finite number of variables and an infinite number of constraints, or an infinite number of variables and a finite number of constraints. In the former case the constraints are typically parameterized.

Contents

Mathematical formulation of the problem

The problem can be stated simply as:

min x X f ( x ) subject to:   

where

f : R n R g : R n × R m R X R n Y R m .

SIP can be seen as a special case of bilevel programs in which the lower-level variables do not participate in the objective function.

Methods for solving the problem

In the meantime, see external links below for a complete tutorial.

Examples

In the meantime, see external links below for a complete tutorial.

References

Semi-infinite programming Wikipedia


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