Feasible sets in semi-infinite optimization are basically defined by means
of infinitely many inequality constraints. We consider one-parameter famili
es of such sets. In particular, all defining functions - including those de
fining the index set of the inequality constraints - will depend on a param
eter. We note that a semi-infinite problem is a two-level problem in the se
nse that a point is feasible if and only if all global minimizers of a corr
esponding marginal function are nonnegative.
For a quite natural class of mappings we characterize changes in the global
topological structure of the corresponding feasible set as the parameter v
aries. As long as the index set (-mapping) of the inequality constraints is
lower semicontinuous, all changes in topology are those which generically
appear in one-parameter sets defined by finitely many constraints. In the c
ase, however, that some component of the mentioned index set is born (or va
nishes), the topological change is of global nature and is not controllable
. In fact, the change might be as drastic as that when adding or deleting a
n (arbitrary) inequality constraint.