One of the main problems in development the decision support software is the availability of efficient optimization algorithms. These algorithms, when applied in decision support systems should possess several features -- like robustness, efficiency and high speed. All these facts motivated the System and Decision Sciences Program to investigate all these topics. 

The paper presents the result of a collaborative research made at the Systems Research Institute of the Polish Academy of Sciences. This research is being performed upon a contracted study agreement between the IIASA and the Polish Academy of Sciences. The presented algorithm will be included as an option in the HYBRID package implemented on IIASA computers: running UNIX (on Sun Sparc and on VAX 6210) and on PC IBM AT compatible.