Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10523900 | Operations Research Letters | 2016 | 9 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Hassan Hijazi, Leo Liberti,