A reduction type penalty algorithm for nonlinear semi-infinite programming

Abstract Semi-infinite programming (SIP) problems arise in several engineering areas such as, for example, robotic trajectory planning, production planning, digital filter design and air pollution control. In spite of being an active research area with many seminal works it lacks available software that could be used by the research community. The only exceptions are the fseminf MATLAB function, available in the Optimization Toolbox, and the NSIPS solver, but neither of them provide an implementation of a method belonging to the well known reduction type class. This paper proposes an implementation of a reduction type algorithm base on a penalty technique and provides a compare between several well known penalty functions. The provided numerical results with a significant number of SIP test problems are reported as performance profiles.