Soland, Richard M. - In: Management Science 17 (1971) 11, pp. 759-773
We extend a previous algorithm in order to solve mathematical programming problems of the form: Find x = (x<sub>1</sub>, ..., x<sub>n</sub>) to minimize \sum \varphi <sub>i0</sub>(x<sub>i</sub>) subject to x \in G, l \leqq x \leqq L and \sum \varphi <sub>ij</sub>(x<sub>i</sub>) \leqq 0, j = 1, ..., m. Each \varphi <sub>ij</sub> is assumed to be lower semicontinuous,...