Constraint qualification failure in action

Hassan Hijazi; Leo Liberti

doi:10.1016/j.orl.2016.05.006

Constraint qualification failure in action

Hassan Hijazi, Leo Liberti

Australian National University

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	503-506
Number of pages	4
Journal	Operations Research Letters
Volume	44
Issue number	4
DOIs	https://doi.org/10.1016/j.orl.2016.05.006
Publication status	Published - 1 Jul 2016

Keywords

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

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10.1016/j.orl.2016.05.006

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title = "Constraint qualification failure in action",

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

author = "Hassan Hijazi and Leo Liberti",

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AU - Hijazi, Hassan

AU - Liberti, Leo

PY - 2016/7/1

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N2 - 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.

AB - 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.

KW - Constraint qualification

KW - Disjunctive programming

KW - Mixed-integer nonlinear programming

KW - On/off constraints

KW - Second-order cone programming

U2 - 10.1016/j.orl.2016.05.006

DO - 10.1016/j.orl.2016.05.006

M3 - Article

AN - SCOPUS:84975061841

SN - 0167-6377

VL - 44

SP - 503

EP - 506

JO - Operations Research Letters

JF - Operations Research Letters

IS - 4

ER -

Constraint qualification failure in action

Abstract

Keywords

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