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arXiv · 1912.01075

A note on generalized semi-infinite program bounding methods

Stuart M. Harwood
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Abstract

Generalized semi-infinite programs (GSIP) are a class of mathematical optimization problems that generalize semi-infinite programs, which have a finite number of decision variables and infinite constraints. Mitsos et al. (Mitsos and Tsoukalas. "Global optimization of generalized semi-infinite programs via restriction of the right hand side." Journal of Global Optimization 61.1 (2015): 1-17.) present a method for global optimization of GSIP. This method involves a lower bounding method, and they claim that these lower bounds converge to the optimal objective value of the GSIP. A counterexample is presented that shows that this claim is false.

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Stuart M. Harwood. 2019-12-02. A note on generalized semi-infinite program bounding methods. https://arxiv.org/abs/1912.01075

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