Asymptotic Approximation Method and Its Convergence on Semi-Infinite Programming

Abstract

The aim of this paper is to discuss an asymptotic approximation model and its convergence for the minimax semi-infinite programming problem. An asymptotic surrogate constraints method for the minimax semi-infinite programming problem is presented making use of two general discrete approximation methods. Simultaneously, we discuss the consistence and the epi-convergence of the asymptotic approximation problem.