Abstract
where Ωi are closed and convex sets in IR , for i = 1, 2, . . . , p, and Ω 6= ∅. Moreover, we assume that for any z ∈ IR the calculation of PΩ(z) is not trivial; whereas, for each Ωi, PΩi(z) is easy to obtain as in the case of a box, an affine subspace, or Department of Computer Science IME-USP, University of Sao Paulo, Rua do Matao 1010, Cidade Universitaria, 05508-090, Sao Paulo SP, Brazil. This author was supported by PRONEXOptimization (PRONEX CNPq / FAPERJ E-26 / 171.164/2003 APQ1), FAPESP (Grant 06/53768-0) and CNPq (PROSUL 490333/2004-4). e-mail: egbirgin@ime.usp.br Departamento de Computacion, Facultad de Ciencias, Universidad Central de Venezuela, Ap. 47002, Caracas 1041-A, Venezuela. This author was supported by the Center of Scientific Computing at UCV. e-mail: mraydan@kuaimare.ciens.ucv.ve
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