Constraint Qualification Failure in Second-Order Cone Formulations of Unbounded Disjunctions

@inproceedings{Hijazi2014ConstraintQF,
  title={Constraint Qualification Failure in Second-Order Cone Formulations of Unbounded Disjunctions},
  author={Hassan L. Hijazi and Leo Liberti},
  year={2014}
}
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.