semi-infinite programming;
applications;
linear semi-infinite programs;
optimality conditions;
numerical methods;
D O I:
10.1016/j.ejor.2006.08.045
中图分类号:
C93 [管理学];
学科分类号:
12 ;
1201 ;
1202 ;
120202 ;
摘要:
A semi-infinite programming problem is an optimization problem in which finitely many variables appear in infinitely many constraints. This model naturally arises in an abundant number of applications in different fields of mathematics, economics and engineering. The paper, which intends to make a compromise between an introduction and a survey, treats the theoretical basis, numerical methods, applications and historical background of the field. (c) 2006 Elsevier B.V. All rights reserved.