Generalized semi-infinite programming
Appearance
(Redirected from Gsip)
This article needs additional citations for verification. (May 2008) |
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
[edit]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 (Multilevel programming).
Methods for solving the problem
[edit]This section is empty. You can help by adding to it. (July 2010) |
Examples
[edit]This section is empty. You can help by adding to it. (July 2010) |
See also
[edit]References
[edit]- ^ O. Stein and G. Still, On generalized semi-infinite optimization and bilevel optimization, European J. Oper. Res., 142 (2002), pp. 444-462
External links
[edit]- Mathematical Programming Glossary Archived 2010-03-28 at the Wayback Machine