A complete characterization of disjunctive conic cuts for mixed integer second order cone optimization
We study the convex hull of the intersection of a disjunctive set defined by parallel hyperplanes and the feasible set of a mixed integer second order cone optimization (MISOCO) problem. We extend our prior work on disjunctive conic cuts (DCCs), which has thus far been restricted to the case in whic...
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| Vydáno v: | Discrete optimization Ročník 24; s. 3 - 31 |
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Elsevier B.V
01.05.2017
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| ISSN: | 1572-5286, 1873-636X |
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| Abstract | We study the convex hull of the intersection of a disjunctive set defined by parallel hyperplanes and the feasible set of a mixed integer second order cone optimization (MISOCO) problem. We extend our prior work on disjunctive conic cuts (DCCs), which has thus far been restricted to the case in which the intersection of the hyperplanes and the feasible set is bounded. Using a similar technique, we show that one can extend our previous results to the case in which that intersection is unbounded. We provide a complete characterization in closed form of the conic inequalities required to describe the convex hull when the hyperplanes defining the disjunction are parallel. |
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| AbstractList | We study the convex hull of the intersection of a disjunctive set defined by parallel hyperplanes and the feasible set of a mixed integer second order cone optimization (MISOCO) problem. We extend our prior work on disjunctive conic cuts (DCCs), which has thus far been restricted to the case in which the intersection of the hyperplanes and the feasible set is bounded. Using a similar technique, we show that one can extend our previous results to the case in which that intersection is unbounded. We provide a complete characterization in closed form of the conic inequalities required to describe the convex hull when the hyperplanes defining the disjunction are parallel. |
| Author | Pólik, Imre Góez, Julio C. Ralphs, Ted K. Belotti, Pietro Terlaky, Tamás |
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| Cites_doi | 10.1090/S0002-9904-1958-10224-4 10.1007/s10107-006-0086-0 10.1016/S0167-5060(08)70342-X 10.1007/s101070050103 10.1137/1015032 10.1007/s10107-005-0578-3 10.1016/j.orl.2011.02.002 10.1007/s10107-015-0866-5 10.1016/j.dam.2013.05.017 10.1016/j.orl.2014.10.006 |
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| Keywords | Second order cone optimization Mixed integer optimization Disjunctive programming Disjunctive conic cuts |
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| SubjectTerms | Disjunctive conic cuts Disjunctive programming Mixed integer optimization Second order cone optimization |
| Title | A complete characterization of disjunctive conic cuts for mixed integer second order cone optimization |
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