A brief tutorial on semi-infinite optimization: the model, applications and basic mathematical constructions
摘要
This article provides a brief review of the fundamentals of semi-infinite optimization and presents a selection of applications in various fields, as well as a short tutorial on the mathematical approach to optimality theory for linear/convex and general models. Alternative formulations of the KKT optimality conditions are established, emphasizing the relevance of the (local) Farkas–Minkowski property as a constraint qualification. Some personal reminiscences are included at the end of the article.