期刊
OPERATIONS RESEARCH LETTERS
卷 43, 期 4, 页码 432-437出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2015.06.001
关键词
Mixed-integer conic programming; Second-order cone programming; Cutting planes; Disjunctive cuts
资金
- NSF [CMMI1263239]
- ONR [N00014-15-12082]
- Div Of Civil, Mechanical, & Manufact Inn
- Directorate For Engineering [1263239] Funding Source: National Science Foundation
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 Kilinc-Karzan and Yildiz which considers general two-term disjunctions on the second-order cone. (C) 2015 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据