Semi-infinite programming


In optimization theory, semi-infinite programming 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.

Mathematical formulation of the problem

The problem can be stated simply as:
where
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.