Article ID Journal Published Year Pages File Type
1142254 Operations Research Letters 2015 6 Pages PDF
Abstract

In this paper we study general two-term disjunctions on affine cross-sections of the second-order cone. Under some mild assumptions, we derive a closed-form expression for a convex inequality that is valid for such a disjunctive set, and we show that this inequality is sufficient to characterize the closed convex hull of all two-term disjunctions on ellipsoids and paraboloids and a wide class of two-term disjunctions–including split disjunctions–on hyperboloids. Our approach relies on the work of Kılınç-Karzan and Yıldız which considers general two-term disjunctions on the second-order cone.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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