Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems (Q1122325)

Three methods for solving globally a linearly constrained concave minimization problem min\(\{\) f(x); Ax\(\leq b\), \(x\geq 0\}\) (cone splitting, polyhedral annexation and outer approximation algorithm) are modified to enhance their computational efficiency. Results of tests on about 100 numerical examples are reported, according to which OAA is considerably less efficient than both CSA and PAA which can be considered as roughly equivalently efficient.