Method and electronic device for global optimization to exact solutions of convex semi-infinite problems

Embodiments herein provide a method for determining approximation of Semi-Infinite optimization problem (SIP) to identify outcome of the SIP using a sampler device. Inputs are received from user and defining infinite number of constraints of the SIP making the SIP intractable. A global maximization problem is determined by reformulating the finite dimensional approximation of SIP into a finite dimension problem with finite constraints. An optimal value of the finite dimensional approximation of SIP is obtained based on the global maximization problem using a global optimization technique. A plurality of outcomes of the finite dimensional approximation of SIP is exacted based on the optimal value of the finite dimensional approximation. One of the major advantages of this approach is that it admits a plug-and-play module, where one can use any global optimization method to obtain the optimal value