-

 

 

 




Optimization Online





 

Constraint Qualification Failure in Action

Hassan L. Hijazi (hassan.hijazi***at***anu.edu.au)
Leo Liberti (liberti***at***lix.polytechnique.fr)

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

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 2: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )

Citation: H. L. Hijazi and L.Liberti "Constraint Qualification Failure in Action" Operations Research Letters (2016) 44(1) : 503 − 506

Download: [PDF]

Entry Submitted: 07/22/2014
Entry Accepted: 07/22/2014
Entry Last Modified: 10/02/2016

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society