| Article ID: | iaor20042845 |
| Country: | Netherlands |
| Volume: | 124 |
| Issue: | 1 |
| Start Page Number: | 81 |
| End Page Number: | 110 |
| Publication Date: | Nov 2003 |
| Journal: | Annals of Operations Research |
| Authors: | Rustem Berc, akovi Stanislav |
| Keywords: | minimax problem |
A minimisation problem with infinitely many constraints – semi-infinite programming problem (SIP) considered. The problem is solved using a two stage procedure that searches for global maximum violation of constraints. A version of the algorithm that searches for any violation of constraints is also considered, and the performance of the two algorithms is compared. An application to solving minimax problem (with and without coupled constraints) is given and a comparison with the algorithm for continuous of Rustem and Howe is included. Finally, we consider an application to chemical engineering problems.