In mathematics, a semi-infinite programming (SIP) problem is an optimization problem with a finite number of variables and an infinite number of constraints. The constraints are typically parameterized. In a generalized semi-infinite programming (GSIP) problem, the feasible set of the parameters depends on the variables.O. Stein and G. Still, On generalized semi-infinite optimization and bilevel optimization, European J. Oper. Res., 142 (2002), pp. 444-462
Mathematical formulation of the problem The problem can be stated simply as:
where
In the special case that the set : is nonempty for all GSIP can be cast as bilevel programs (Multilevel programming).
Methods for solving the problem
Examples
See also optimization Semi-Infinite Programming (SIP)
References
External links Mathematical Programming Glossary