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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.[1]
Mathematical formulation of the problem
The problem can be stated simply as:
where
SIP can be seen as a special case of bilevel programs (multilevel programming) 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
References
- ↑
- 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 - M. A. Goberna and M. A. López, Linear Semi-Infinite Optimization, Wiley, 1998.
- Template:Cite article
- 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
- Edward J. Anderson and Peter Nash, Linear Programming in Infinite-Dimensional Spaces, Wiley, 1987.
- 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 - M. A. Goberna and M. A. López, Linear Semi-Infinite Optimization, Wiley, 1998.
- Template:Cite article
- David Luenberger (1997). Optimization by Vector Space Methods. John Wiley & Sons. ISBN 0-471-18117-X.
- Rembert Reemtsen and Jan-J. Rückmann (Editors), Semi-Infinite Programming (Nonconvex Optimization and Its Applications). Springer, 1998, ISBN 0-7923-5054-5, 1998
External links
- Description of semi-infinite programming from INFORMS (Institute for Operations Research and Management Science).
- 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 394–419