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Mark L. Stone
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The Extended Monotropic Programming problem deals with a more general extension to all n variables at a time than the two variables at a time extension you are interested in.

Specifically:

$\min_{x \in C} \Sigma_{i=1}^nf_i(x_i)$ with respect to $x$, where $x = (x_1,...,x_n)$, $x_i \in \mathbb{R}^{i}$

See "Extended Monotropic Programming and Duality", Dimitri P. Bertsekas, Journal of Optimization Theory and Applications volume 139, pages209–225(2008)

2010 postprint available at https://www.mit.edu/~dimitrib/Extended_Mono.pdf

Mark L. Stone
  • 1.5k
  • 1
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  • 17