Semi-Infinite Programming

Semi-infinite programming (SIP) deals with optimization problems in which either the number of decision variables or the number of constraints is finite. This book presents the state-of-the-art in SIP in a suggestive way, bringing the powerful SIP tools close to the potential users in different scientific and technological fields. The volume is divided into four parts. Part I reviews the first decade of SIP (1962-1972). Part II analyzes convex and generalized SIP, conic linear programming, and disjunctive programming. Numerical methods for linear, convex, and continuously differentiable SIP problems are proposed in Part III. Finally, Part IV provides an overview of the applications of SIP to probability, statistics, experimental design, robotics, optimization under uncertainty, production games, and separation problems.