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Constraint qualification failure in action

Hijazi, Hassan; Liberti, Leo


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
Source: Operations Research Letters
DOI: 10.1016/j.orl.2016.05.006
Access Rights: Open Access


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