G-2015-98
Disjunctive conic cuts for mixed integer second order cone optimization
Pietro Belotti, Julio C. Góez, Imre Pólik, Ted K. Ralphs et Tamás Terlaky
We investigate the derivation of disjunctive conic cuts for mixed integer second order cone optimization (MISOCO). These conic cuts characterize the convex hull of the intersection of a disjunctive set and the feasible set of a MISOCO problem. We present a full characterization of these inequalities when the disjunctive set considered is defined by parallel hyperplanes.
Paru en septembre 2015 , 24 pages