In optimization theory, semi-infinite programming (SIP) is an optimization problem with a finite number of variables and an infinite number of constraints, or an infinite number of variables and a finite number of constraints.
In the former case the constraints are typically parameterized.
[1] The problem can be stated simply as: where SIP can be seen as a special case of bilevel programs in which the lower-level variables do not participate in the objective function.
In the meantime, see external links below for a complete tutorial.
In the meantime, see external links below for a complete tutorial.