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Constraint qualification failure in action

Date

Authors

Hijazi, Hassan

Liberti, Leo

Publisher

Elsevier

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

Mixed-integer nonlinear programming, Disjunctive programming, Second-order cone programming, On/off constraints, Constraint qualification

URI

http://hdl.handle.net/1885/107210

Collections

ANU Research Publications

Source

Operations Research Letters

Type

Journal article

Access Statement

Open Access

DOI

10.1016/j.orl.2016.05.006

Downloads

File

Description

01_Hijazi_Constraint_Qualification_Failure_2016.pdf (171.55 KB)

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