Disjunctive cuts for cross-sections of the second-order cone

In this paper we study general two-term disjunctions on affine cross-sections of the second-order cone. Under some mild assumptions, we derive a closed-form expression for a convex inequality that is valid for such a disjunctive set, and we show that this inequality is sufficient to characterize the...

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Vydáno v:	Operations research letters Ročník 43; číslo 4; s. 432 - 437
Hlavní autoři:	Yıldız, Sercan, Cornuéjols, Gérard
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.07.2015
Témata:	Cutting planes Disjunctive cuts Mixed-integer conic programming Second-order cone programming Disjunctive cuts Cutting planes Mixed-integer conic programming Second-order cone programming
ISSN:	0167-6377, 1872-7468
On-line přístup:	Získat plný text
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Popis
Shrnutí:	In this paper we study general two-term disjunctions on affine cross-sections of the second-order cone. Under some mild assumptions, we derive a closed-form expression for a convex inequality that is valid for such a disjunctive set, and we show that this inequality is sufficient to characterize the closed convex hull of all two-term disjunctions on ellipsoids and paraboloids and a wide class of two-term disjunctions–including split disjunctions–on hyperboloids. Our approach relies on the work of Kılınç-Karzan and Yıldız which considers general two-term disjunctions on the second-order cone.
ISSN:	0167-6377 1872-7468
DOI:	10.1016/j.orl.2015.06.001