Constraint qualification failure in action

Hassan Hijazi, Leo Liberti
2016 Operations Research Letters  
This note presents a theoretical analysis of disjunctive constraints featuring unbounded variables. In this framework, classical modeling techniques, including big-M approaches, are not applicable. We introduce a lifted second-order cone formulation of such on/off constraints and discuss related constraint qualification issues. A solution is proposed to avoid solvers' failure.
doi:10.1016/j.orl.2016.05.006 fatcat:fpdnlf4ocfezddaumt57t4nsim