McCormick, Garth P. - In: Management Science 17 (1970) 3, pp. 146-160
A first-order method for solving the problem: minimize f(x) subject to Ax - b \geqq 0 is presented. The method contains ideas based on variable reduction with anti-zig-zagging and acceleration devices based on the Variable Metric Method. Proof of convergence to a Kuhn-Tucker Point, and statement...