Zangwill, Willard I. - In: Management Science 13 (1967) 5, pp. 344-358
The non-linear programming problem seeks to maximize a function f(x) where the n component vector x must satisfy certain constraints g<sub>i</sub>(x) - 0, i - 1, ..., m<sup>1</sup> and g<sub>i</sub>(z) \geqq 0, i - m<sup>1</sup> + 1, ..., m. The algorithm presented in this paper solves the non-linear programming problem by transforming it...