Title
A complete characterization of disjunctive conic cuts for mixed integer second order cone optimization.
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.
Year
DOI
Venue
2017
10.1016/j.disopt.2016.10.001
Discrete Optimization
Keywords
Field
DocType
Second order cone optimization,Mixed integer optimization,Disjunctive programming,Disjunctive conic cuts
Integer,Discrete mathematics,Mathematical optimization,Combinatorics,Disjunctive programming,Convex hull,Feasible region,Hyperplane,Conic optimization,Conic section,Mathematics,Bounded function
Journal
Volume
Issue
ISSN
24
C
1572-5286
Citations 
PageRank 
References 
1
0.37
6
Authors
5
Name
Order
Citations
PageRank
Pietro Belotti139321.19
Julio C. Góez2101.54
Imre Pólik310.37
Ted K. Ralphs421915.18
Tamás Terlaky567765.75