Constraint qualification failure in action
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.
|Collections||ANU Research Publications|
|Source:||Operations Research Letters|
|01_Hijazi_Constraint_Qualification_Failure_2016.pdf||171.55 kB||Adobe PDF|
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