Polyhadral Annexation Vs Outer Approxiamtion for the Decomposition of Monotonic Quasiconcave Minimization Problems

Hoang Tuy and Bui The Tam 

Abstract

     We discuss polyhedral annexation and outer approximation methods for the decomposition of linearly constrained quasiconcave minimization problems with a special structure of monotonicity. We show that polyhedral annexation is generally superior, except when the problem has some additional structure.