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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

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