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Acta Mathematica Vietnamica

POLYHEDRAL ANNEXATION VS OUTER APPROXIMATION FOR THE DECOMPOSITION OF MONOTONIC QUASICONCAVE MINIMIZATION PROBLEMS

HOANG TUY, 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.