Article ID: | iaor20174341 |
Volume: | 15 |
Issue: | 3 |
Start Page Number: | 221 |
End Page Number: | 264 |
Publication Date: | Sep 2017 |
Journal: | 4OR |
Authors: | Goberna M A, Lpez M A |
Keywords: | programming: linear, programming: convex |
This paper reviews the state‐of‐the‐art in the theory of deterministic and uncertain linear semi‐infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi‐infinite optimization, linear infinite optimization, and multi‐objective linear semi‐infinite optimization, are also commented.