TY - JOUR
T1 - Constraint qualification failure in action
AU - Hijazi, Hassan
AU - Liberti, Leo
N1 - Publisher Copyright:
© 2016 Elsevier B.V. All rights reserved.
PY - 2016/7/1
Y1 - 2016/7/1
N2 - This note presents a theoretical analysis of disjunctive constraints featuring unbounded variables. In this framework, classical modeling techniques, including big-M approaches, are not applicable. We introduce a lifted second-order cone formulation of such on/off constraints and discuss related constraint qualification issues. A solution is proposed to avoid solvers' failure.
AB - This note presents a theoretical analysis of disjunctive constraints featuring unbounded variables. In this framework, classical modeling techniques, including big-M approaches, are not applicable. We introduce a lifted second-order cone formulation of such on/off constraints and discuss related constraint qualification issues. A solution is proposed to avoid solvers' failure.
KW - Constraint qualification
KW - Disjunctive programming
KW - Mixed-integer nonlinear programming
KW - On/off constraints
KW - Second-order cone programming
UR - http://www.scopus.com/inward/record.url?scp=84975061841&partnerID=8YFLogxK
U2 - 10.1016/j.orl.2016.05.006
DO - 10.1016/j.orl.2016.05.006
M3 - Article
SN - 0167-6377
VL - 44
SP - 503
EP - 506
JO - Operations Research Letters
JF - Operations Research Letters
IS - 4
ER -