Geodesic
Linear parametric problems of semi-infinite programming: a continuation method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 6, pp. 998-1014

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A one-parameter family of semi-infinite programming (SIP) problems is considered that depends on the parameter $\tau\in[0,\tau^*]$. An analysis of the sensitivity of solutions at a point $\tau=\tau_0\in[0,\tau^*]$ where the solution is nondifferentiable with respect to the parameter is conducted. Rules are described for constructing solutions to a family of SIP problems in a neighborhood of a given point $\tau_0$. A continuation method based on the results obtained is proposed, which uses an active-set strategy. 
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     author = {E. A. Kostina and O. I. Kostyukova},
     title = {Linear parametric problems of semi-infinite programming: a~continuation method},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {998--1014},
     publisher = {mathdoc},
     volume = {45},
     number = {6},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a4/}
}
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E. A. Kostina; O. I. Kostyukova. Linear parametric problems of semi-infinite programming: a continuation method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 6, pp. 998-1014. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a4/