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

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	503-506
Nombre de pages	4
journal	Operations Research Letters
Volume	44
Numéro de publication	4
Les DOIs	https://doi.org/10.1016/j.orl.2016.05.006
état	Publié - 1 juil. 2016

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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",

year = "2016",

month = jul,

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journal = "Operations Research Letters",

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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

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