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How to Solve a Semi-infinite Optimization Problem

Oliver Stein (stein***at***kit.edu)

Abstract: After an introduction to main ideas of semi-infinite optimization, this article surveys recent developments in theory and numerical methods for standard and generalized semi-infinite optimization problems. Particular attention is paid to connections with mathematical programs with complementarity constraints, lower level Wolfe duality, semi-smooth approaches, as well as branch and bound techniques in adaptive convexification procedures. A section on recent genericity results includes a discussion of the symmetry effect in generalized semi-infinite optimization.

Keywords: Semi-infinite optimization, design centering, robust optimization, mathematical program with complementarity constraints, Wolfe duality, semi-smooth equation, adaptive convexification, genericity, symmetry.

Category 1: Infinite Dimensional Optimization (Semi-infinite Programming )

Citation: European Journal of Operational Research, DOI 10.1016/j.ejor.2012.06.009


Entry Submitted: 03/27/2012
Entry Accepted: 03/27/2012
Entry Last Modified: 03/10/2014

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