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Semi-infinite programming

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A complete, free, open source Semi Infinite Programming Tutorial is available here from Elsevier as a pdf download from their Journal of Computational and Applied Mathematics, Volume 217, Issue 2, 1 August 2008, Pages
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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.
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Description of semi-infinite programming from INFORMS (Institute for Operations Research and Management Science)
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Hettich, R.; Kortanek, K. O. (1993). "Semi-infinite programming: Theory, methods, and applications".
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Hettich, R.; Kortanek, K. O. (1993). "Semi-infinite programming: Theory, methods, and applications".
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Bonnans, J. Frédéric; Shapiro, Alexander (2000). "5.4 and 7.4.4 Semi-infinite programming".
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Bonnans, J. Frédéric; Shapiro, Alexander (2000). "5.4 and 7.4.4 Semi-infinite programming".
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in which the lower-level variables do not participate in the objective function.
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Semi-Infinite Programming (Nonconvex Optimization and Its Applications)
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In the meantime, see external links below for a complete tutorial.
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In the meantime, see external links below for a complete tutorial.
36: 320: 286: 233: 193: 127: 100: 50: 360: 342: 305: 271: 218: 171: 108: 83: 554:Linear Programming in Infinite-Dimensional Spaces 741: 645:Rembert Reemtsen and Jan-J. Rückmann (Editors), 52: 593: 509: 172:{\displaystyle g(x,y)\leq 0,\;\;\forall y\in Y} 562:Perturbation analysis of optimization problems 559: 478:Perturbation analysis of optimization problems 475: 724: 456:Generalized semi-infinite programming (GSIP) 731: 717: 156: 155: 68: 67: 272:{\displaystyle g:R^{n}\times R^{m}\to R} 37:Mathematical formulation of the problem 742: 84:{\displaystyle \min _{x\in X}\;\;f(x)} 632:Optimization by Vector Space Methods. 353:SIP can be seen as a special case of 109:{\displaystyle {\text{subject to: }}} 41:The problem can be stated simply as: 683: 406: 364: 552:Edward J. Anderson and Peter Nash, 13: 157: 14: 776: 661: 588:Linear Semi-Infinite Optimization 504:Linear Semi-Infinite Optimization 343:{\displaystyle Y\subseteq R^{m}.} 687: 410: 368: 306:{\displaystyle X\subseteq R^{n}} 586:M. A. Goberna and M. A. López, 502:M. A. Goberna and M. A. López, 361:Methods for solving the problem 467: 263: 210: 143: 131: 78: 72: 1: 750:Optimization in vector spaces 461: 703:. You can help Knowledge by 219:{\displaystyle f:R^{n}\to R} 7: 444: 402: 10: 781: 682: 765:Applied mathematics stubs 630:David Luenberger (1997). 22:semi-infinite programming 634:John Wiley & Sons. 699:-related article is a 419:This section is empty. 377:This section is empty. 344: 307: 273: 220: 173: 110: 85: 345: 308: 274: 221: 174: 111: 86: 755:Approximation theory 318: 284: 231: 191: 125: 98: 48: 30:optimization problem 697:applied mathematics 18:optimization theory 760:Numerical analysis 649:. Springer, 1998, 340: 303: 269: 216: 169: 106: 81: 66: 712: 711: 571:978-0-387-98705-7 487:978-0-387-98705-7 439: 438: 397: 396: 104: 103:subject to:  51: 772: 733: 726: 719: 691: 684: 627: 583: 546: 543: 499: 471: 434: 431: 421:You can help by 414: 407: 392: 389: 379:You can help by 372: 365: 355:bilevel programs 349: 347: 346: 341: 336: 335: 312: 310: 309: 304: 302: 301: 278: 276: 275: 270: 262: 261: 249: 248: 225: 223: 222: 217: 209: 208: 178: 176: 175: 170: 115: 113: 112: 107: 105: 102: 90: 88: 87: 82: 65: 780: 779: 775: 774: 773: 771: 770: 769: 740: 739: 738: 737: 680: 664: 608:10.1137/1035089 572: 549: 524:10.1137/1035089 488: 472: 468: 464: 447: 435: 429: 426: 405: 393: 387: 384: 363: 331: 327: 319: 316: 315: 297: 293: 285: 282: 281: 257: 253: 244: 240: 232: 229: 228: 204: 200: 192: 189: 188: 126: 123: 122: 101: 99: 96: 95: 55: 49: 46: 45: 39: 12: 11: 5: 778: 768: 767: 762: 757: 752: 736: 735: 728: 721: 713: 710: 709: 692: 678: 677: 671: 663: 662:External links 660: 659: 658: 643: 628: 602:(3): 380–429. 591: 590:, Wiley, 1998. 584: 570: 557: 556:, Wiley, 1987. 548: 547: 545: 544: 518:(3): 380–429. 507: 506:, Wiley, 1998. 500: 486: 465: 463: 460: 459: 458: 453: 446: 443: 437: 436: 417: 415: 404: 401: 395: 394: 375: 373: 362: 359: 351: 350: 339: 334: 330: 326: 323: 313: 300: 296: 292: 289: 279: 268: 265: 260: 256: 252: 247: 243: 239: 236: 226: 215: 212: 207: 203: 199: 196: 182: 181: 180: 179: 168: 165: 162: 159: 154: 151: 148: 145: 142: 139: 136: 133: 130: 117: 116: 92: 91: 80: 77: 74: 71: 64: 61: 58: 54: 38: 35: 9: 6: 4: 3: 2: 777: 766: 763: 761: 758: 756: 753: 751: 748: 747: 745: 734: 729: 727: 722: 720: 715: 714: 708: 706: 702: 698: 693: 690: 686: 685: 681: 676: 672: 669: 666: 665: 656: 655:0-7923-5054-5 652: 648: 644: 641: 640:0-471-18117-X 637: 633: 629: 625: 621: 617: 613: 609: 605: 601: 597: 592: 589: 585: 581: 577: 573: 567: 563: 558: 555: 551: 550: 541: 537: 533: 529: 525: 521: 517: 513: 508: 505: 501: 497: 493: 489: 483: 479: 474: 473: 470: 466: 457: 454: 452: 449: 448: 442: 433: 424: 420: 416: 413: 409: 408: 400: 391: 382: 378: 374: 371: 367: 366: 358: 356: 337: 332: 328: 324: 321: 314: 298: 294: 290: 287: 280: 266: 258: 254: 250: 245: 241: 237: 234: 227: 213: 205: 201: 197: 194: 187: 186: 185: 166: 163: 160: 152: 149: 146: 140: 137: 134: 128: 121: 120: 119: 118: 94: 93: 75: 69: 62: 59: 56: 44: 43: 42: 34: 31: 27: 23: 19: 705:expanding it 694: 679: 646: 631: 599: 595: 587: 561: 553: 515: 511: 503: 477: 469: 451:Optimization 440: 427: 423:adding to it 418: 398: 385: 381:adding to it 376: 352: 183: 40: 25: 21: 15: 596:SIAM Review 512:SIAM Review 744:Categories 462:References 430:July 2010 388:July 2010 325:⊆ 291:⊆ 264:→ 251:× 211:→ 164:∈ 158:∀ 147:≤ 60:∈ 445:See also 403:Examples 28:) is an 675:394–419 624:1234637 616:2132425 580:1756264 540:1234637 532:2132425 496:1756264 657:, 1998 653:  638:  622:  614:  578:  568:  538:  530:  494:  484:  184:where 695:This 612:JSTOR 528:JSTOR 701:stub 651:ISBN 636:ISBN 566:ISBN 482:ISBN 604:doi 520:doi 425:. 383:. 53:min 26:SIP 16:In 746:: 620:MR 618:. 610:. 600:35 598:. 576:MR 574:. 536:MR 534:. 526:. 516:35 514:. 492:MR 490:. 20:, 732:e 725:t 718:v 707:. 670:. 642:. 626:. 606:: 582:. 542:. 522:: 498:. 432:) 428:( 390:) 386:( 338:. 333:m 329:R 322:Y 299:n 295:R 288:X 267:R 259:m 255:R 246:n 242:R 238:: 235:g 214:R 206:n 202:R 198:: 195:f 167:Y 161:y 153:, 150:0 144:) 141:y 138:, 135:x 132:( 129:g 79:) 76:x 73:( 70:f 63:X 57:x 24:(

Index

optimization theory
optimization problem
bilevel programs

adding to it

adding to it
Optimization
Generalized semi-infinite programming (GSIP)
ISBN
978-0-387-98705-7
MR
1756264
doi
10.1137/1035089
JSTOR
2132425
MR
1234637
ISBN
978-0-387-98705-7
MR
1756264
doi
10.1137/1035089
JSTOR
2132425
MR
1234637
ISBN

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