Recent advances in nonconvex semi-infinite programming: Applications and algorithms
Hatim Djelassi, Alexander Mitsos, Oliver Stein
Abstract
The goal of this literature review is to give an update on the recent developments for semi-infinite programs (SIPs), approximately over the last 20 years. An overview of the different solution approaches and the existing algorithms is given. We focus on deterministic algorithms for SIPs which do not make any convexity assumptions. In particular, we consider the case that the constraint function is non-concave with respect to parameters. Advantages and disadvantages of the different algorithms are discussed. We also highlight recent SIP applications. The article closes with a discussion on remaining challenges and future research directions.
Topics & Concepts
ConvexityFocus (optics)Computer scienceAlgorithmFunction (biology)Constraint (computer-aided design)Mathematical optimizationMathematicsPhysicsBiologyGeometryFinancial economicsEvolutionary biologyOpticsEconomicsAdvanced Optimization Algorithms ResearchAdvanced Control Systems OptimizationOptimization and Variational Analysis