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European Journal of Operational Research
Volume 180, Issue 2, 16 July 2007, Pages 491-518
 
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doi:10.1016/j.ejor.2006.08.045    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2006 Elsevier B.V. All rights reserved.

Invited Review

Semi-infinite programming

Marco Lópeza, E-mail The Corresponding Author and Georg Stillb, Corresponding Author Contact Information, E-mail The Corresponding Author

aDepartamento de Estadística e Investigación Operativa, Universidad de Alicante, Apdo. Correos 99, 03080 Alicante, Spain bDepartment of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede, Netherlands

Received 18 October 2005; 
accepted 10 August 2006. 
Available online 28 November 2006.

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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
3.1. Convex semi-infinite programs
4. Linear SIP
4.1. Different models in LSIP
4.2. Optimality and duality
4.2.1. Cone constrained programs as special cases of LSIP
5. Second order optimality conditions
5.1. Genericity results for SIP and GSIP
6. Numerical methods
6.1. Primal methods
6.2. Dual methods
6.2.1. SQP-method based on reduction
6.2.2. Methods based on the system of KKT-equations
6.3. Homotopy methods
6.4. Discretization methods
6.5. Exchange methods
7. GSIP and related problems
Further Reading
References

 
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