Semi-infinite programming (briefly: SIP) is an exciting part of mathematical programming. SIP problems include finitely many variables and, in contrast to finite optimization problems, infinitely many inequality constraints. Prob lems of this type naturally arise in approximation theory, optimal control, and at numerous engineering applications where the model contains at least one inequality constraint for each value of a parameter and the parameter, repre senting time, space, frequency etc., varies in a given domain. The treatment of such problems requires particular theoretical and numerical techniques. The theory in SIP as well as the number of numerical SIP methods and appli cations have expanded very fast during the last years. Therefore, the main goal of this monograph is to provide a collection of tutorial and survey type articles which represent a substantial part of the contemporary body of knowledge in SIP. We are glad that leading researchers have contributed to this volume and that their articles are covering a wide range of important topics in this subject. It is our hope that both experienced students and scientists will be well advised to consult this volume. We got the idea for this volume when we were organizing the semi-infinite pro gramming workshop which was held in Cottbus, Germany, in September 1996.
Author(s): Miguel A. Goberna, Marco A. López (auth.), Rembert Reemtsen, Jan-J. Rückmann (eds.)
Series: Nonconvex Optimization and Its Applications 25
Edition: 1
Publisher: Springer US
Year: 1998
Language: English
Pages: 414
Tags: Optimization; Operation Research/Decision Theory; Operations Research, Management Science; Mathematical Modeling and Industrial Mathematics
Front Matter....Pages i-xvi
Front Matter....Pages 1-1
A Comprehensive Survey of Linear Semi-Infinite Optimization Theory....Pages 3-27
On Stability and Deformation in Semi-Infinite Optimization....Pages 29-67
Regularity and Stability in Nonlinear Semi-Infinite Optimization....Pages 69-102
First and Second Order Optimality Conditions and Perturbation Analysis of Semi-Infinite Programming Problems....Pages 103-133
Front Matter....Pages 135-135
Exact Penalty Function Methods for Nonlinear Semi-Infinite Programming....Pages 137-157
Feasible Sequential Quadratic Programming for Finely Discretized Problems from SIP....Pages 159-193
Numerical Methods for Semi-Infinite Programming: A Survey....Pages 195-275
Connections between Semi-Infinite and Semidefinite Programming....Pages 277-294
Front Matter....Pages 295-295
Reliability Testing and Semi-Infinite Linear Programming....Pages 297-322
Semi-Infinite Programming in Orthogonal Wavelet Filter Design....Pages 323-360
The Design of Nonrecursive Digital Filters via Convex Optimization....Pages 361-387
Semi-Infinite Programming in Control....Pages 389-411
Back Matter....Pages 413-414