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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Vydané v:Discrete optimization Ročník 24; s. 3 - 31
Hlavní autori: Belotti, Pietro, Góez, Julio C., Pólik, Imre, Ralphs, Ted K., Terlaky, Tamás
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier B.V 01.05.2017
Predmet:
Disjunctive conic cuts
Disjunctive programming
Mixed integer optimization
Second order cone optimization
Second order cone optimization
Mixed integer optimization
Disjunctive programming
Disjunctive conic cuts
ISSN:1572-5286, 1873-636X
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Popis
Shrnutí: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.
ISSN:1572-5286
1873-636X
DOI:10.1016/j.disopt.2016.10.001