13 February 2020 1 3K Report

I want to use the Polyblock Outer Approximation(PA) Algorithm to solve a monotonic maximization problem. By exploring the hidden monotonicity property, was able to represent the problem in the canonical form of the monotonic optimization problem where the normal and co-normal sets are defined in the polyblock [h1 h2] * [0 R] where h1,h2, R are scalars. In the standard PA algorithm, the algorithm uses a polyblock defined over [a b] where a, b are vectors. So is it right to represent a=[h1 0] and b=[h2 R] ?

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