Skip navigation
Skip navigation

Constraint qualification failure in action

Hijazi, Hassan; Liberti, Leo

Description

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.

CollectionsANU Research Publications
Date published: 2016-07
Type: Journal article
URI: http://hdl.handle.net/1885/107210
Source: Operations Research Letters
DOI: 10.1016/j.orl.2016.05.006

Download

File Description SizeFormat Image
01_Hijazi_Constraint_Qualification_Failure_2016.pdf171.55 kBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator