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 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.