Semi-infinite programming: theory, methods, and applications

Abstract

Starting from a number of motivating and abundant applications in Section 2, including control of robots, eigenvalue computations, mechanical stress of materials, and statistical design, the authors describe a class of optimization problems which are referred to as semi-infinite, because their constraints bound functions of a finite number of variables on a whole region. In Sections 3-5, first- and second-order optimality conditions are derived for general non-linear problems as well as a procedure for reducing the problem locally to one with only finitely many constraints. Another main effort for achieving simplification is through duality in Section 6. There, algebraic properties of finite linear programming are brought to bear on theory in semi-infinite programming. Section 7 treats numerical methods based on either discretization or local reduction with the emphasis on the design of superlinearly convergent (SQP-type) methods. Taking this differentiable point of view, this paper can be considered to be complementary to the review of given by Polak [SIAM Rev., 29 (1987), pp. 21-89] on the nondifferentiable approach. The last, short section briefly reviews some work done on parametric problems.