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.
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.
See also Optimization Generalized semi-infinite programming (GSIP)
References
External links Description of semi-infinite programming from INFORMS (Institute for Operations Research and Management Science).