Geodesic
A parametric method of linearization in mathematical programming problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 1, pp. 61-72 Cet article a éte moissonné depuis la source Math-Net.Ru

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The mathematical programming problem with constraints in the form of convex inequalities, and a method of linearization for solving the problem, are studied. It is shown that the method has all the properties of the classical gradient descent method, widely used in unconstrained optimization problems. The method does not employ evaluations of the second derivatives or their approximation, and converges with an arbitrarily chosen initial approximation. 
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     author = {V. M. Panin and B. N. Pshenichnyi},
     title = {A parametric method of linearization in mathematical programming problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
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     year = {1983},
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     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_1_a6/}
}
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V. M. Panin; B. N. Pshenichnyi. A parametric method of linearization in mathematical programming problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 1, pp. 61-72. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_1_a6/