Recent advances in nonconvex semi-infinite programming: Applications and algorithms

EURO Journal on Computational Optimization, vol. 9, pp. 100006

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.

Authors 3

1. Hatim Djelassi Aachen Process Systems Engineering (AVT.SVT)

   RWTH Aachen University

   Affiliation as printed

   Process Systems Engineering (AVT.SVT), RWTH Aachen University, Aachen, Germany

2. Alexander Mitsos Aachen Process Systems Engineering (AVT.SVT)

   RWTH Aachen University

   Affiliation as printed

   Process Systems Engineering (AVT.SVT), RWTH Aachen University, Aachen, Germany

3. Oliver T. Stein corresponding

   Karlsruhe Institute of Technology

   Affiliation as printed

   Institute of Operations Research, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany