Technical Terms Linear Semi-Infinite Programming: An optimisation framework involving finitely many decision variables constrained by an infinite number of linear inequalities.

Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the ...

In this paper, we introduce an approach for constructing uncertainty sets for robust optimization using new deviation measures for random variables termed the forward and backward deviations. These ...

I want to minimize x1 + x2) and list the constraints (e.g. 0 <= x1 <= 10 and 5 < x2 <= 100).<BR><BR>However, upon reading and re-reading this problem, the solution seems intuitive and flat out ...