  A sequential piecewise linear programming method is presented where bounded
domains of non-convex functions are successively contracted about the solution
of a piecewise linear program at each iteration of the algorithm. Although
feasibility and optimality are not guaranteed, we show that the method is
capable of obtaining convergent and optimal solutions on a number of Nonlinear
Programming (NLP) and Mixed Integer Nonlinear Programming (MINLP) problems
using only a small number of breakpoints and integer variables.
