Some recent results in parametric semi-infinite programming

Abstract

In this tutorial paper we present some recent developments in parametric semi-infinite programming. We mainly focus our attention to two problems: The determination of one-sided derivatives of the value-function with a special application to the problem of finding zeros of that function and, secondly, the problem of following a path of solutions. For the latter, a continuation method is presented which can be shown to be applicable to an open and dense class of problems

Keywords:

• Semi-Infinite Programming
• Parametric Programming
• Derivatives of Value Function
• Pathfollowing Methods