Generalized semi-infinite programming
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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.[1]
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 ().
Methods for solving the problem[]
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Examples[]
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See also[]
- optimization
- Semi-Infinite Programming (SIP)
References[]
- ^ O. Stein and G. Still, On generalized semi-infinite optimization and bilevel optimization, European J. Oper. Res., 142 (2002), pp. 444-462
External links[]
Categories:
- Optimization in vector spaces