Copyright © 2006 Elsevier B.V. All rights reserved.
Invited Review
Semi-infinite programming
Received 18 October 2005;
accepted 10 August 2006.
Available online 28 November 2006.
References and further reading may be available for this article. To view references and further reading you must purchase this article.
Abstract
A semi-infinite programming problem is an optimization problem in which finitely many variables appear in infinitely many constraints. This model naturally arises in an abundant number of applications in different fields of mathematics, economics and engineering. The paper, which intends to make a compromise between an introduction and a survey, treats the theoretical basis, numerical methods, applications and historical background of the field.
Keywords: Semi-infinite programming; Applications; Linear semi-infinite programs; Optimality conditions; Numerical methods
Article Outline
- 1. Introduction
- 1.1. Problem formulation
- 1.2. Historical background
- 1.3. Summary
- 1.4. Notation and preliminaries
- 2. Examples and applications
- 2.1. Chebyshev approximation
- 2.2. The minimal norm problem in the space of polynomials
- 2.3. Mathematical physics
- 2.4. Robotics
- 2.5. Geometry
- 2.6. Optimization under uncertainty
- 2.7. Economics
- 3. First order optimality conditions
- 4. Linear SIP
- 5. Second order optimality conditions
- 6. Numerical methods
- 6.1. Primal methods
- 6.2. Dual methods
- 6.3. Homotopy methods
- 6.4. Discretization methods
- 6.5. Exchange methods
- 7. GSIP and related problems
- Further Reading
- References







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