Recent Advances in Nonconvex Semi-infinite Programming: Applications and Algorithms

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. Advances 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.


EURO Journal on Computational Optimization 9 (2021) 100006