Semi-infinite programming: Difference between revisions

Revision as of 17:05, 8 November 2010

Revision as of 20:29, 8 November 2010

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==Mathematical formulation of the problem==

The problem can be stated simply as:

:<math> \min\limits_min_{x \in X}\;\; f(x) </math>

:<math> \mboxtext{subject to: }\ </math>

::<math> g(x,y) \le 0, \;\; \forall y \in Y </math>

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:<math>Y \subseteq R^m.</math>

SIP can be seen as a special case of bilevel programs ([[Multilevelmultilevel programming]]) in which the lower-level variables do not participate in the objective function.

==Methods for solving the problem==