Abstract
Semi-infinite programming (SIP) problems arise in several areas of engineering, such as robot trajectory planning, production planning, design of digital filters and air pollution control. Despite its large applicability there is not much software available to solve such problems. The only available SIP solvers are the fseminf MATLAB function, FSQP and NSIPS, but none of these solvers provide an algorithm belonging to the class of reduction type methods. In this article we propose a reduction type method, based on a penalty technique to solve SIP problems. We report numerical results with 117 test problems from the SIPAMPL database, using a MATLAB implementation of the proposed algorithm, which we coined as SiRedAl.
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