Is the usage of fseminf limited?

Hello

Consider the constraint:

https://www.mathworks.com/help/optim/ug/two-dimensional-semi-infinite-constraint.html

Modify the first product to:

The modified constraint is a three dimensional constraint right? Which can't be handled by fseminf.

[Richárd Tóth]

I was wondering if you could solve the modified problem in an other way. Consider the $\leq 0$ inequality as a function, finding the extrema locations and checking the function values at those locations will tell us if its $\leq 0$ at every point or not. Correct?

Answer 1

[Matt J]

I think that is correct, but I think it's because you would run into prohibitive computational demands if you tried to iterate over K-grids of dimension 3 or higher. For instance, if each dimension required 3000 samples, a 3D K-grid would require 64 GB.

[Richárd Tóth]

yes, I did some experiment with a 3D constraint and in some iteration the sample interval was really low, like 0.001 which resulted Matlab to crash becouse my computer run out of memory, the constraint matrix contained millions of elements.