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A first-order method for solving the problem: minimize f(x) subject to Ax − b ≧ 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 of the rate of convergence when the strict second order sufficiency conditions hold are given.
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Garth P. McCormick (1970) studied this question.
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