Disjunctive cuts for cross-sections of the second-order cone

Abstract In this paper we study general two-term disjunctions on affine cross-sections of the secondorder 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 Kılınç-Karzan and Yıldız which considers general two-term disjunctions on the second-order cone

When Lift-and-Project Cuts are Different

In this paper, we present a method to determine if a lift-and-project cut for a mixed-integer linear program is irregular, in which case the cut is not equivalent to any intersection cut from the bases of the linear relaxation. This is an important question due to the intense research activity for the past decade on cuts from multiple rows of simplex tableau as well as on lift-and-project cuts from non-split disjunctions. While it is known since Balas and Perregaard (2003) that lift-and-project cuts from split disjunctions are always equivalent to intersection cuts and consequently to such multi-row cuts, Balas and Kis (2016) have recently shown that there is a necessary and sufficient condition in the case of arbitrary disjunctions: a lift-and-project cut is regular if, and only if, it corresponds to a regular basic solution of the Cut Generating Linear Program (CGLP). This paper has four contributions. First, we state a result that simplifies the verification of regularity for basic CGLP solutions from Balas and Kis (2016). Second, we provide a mixed-integer formulation that checks whether there is a regular CGLP solution for a given cut that is regular in a broader sense, which also encompasses irregular cuts that are implied by the regular cut closure. Third, we describe a numerical procedure based on such formulation that identifies irregular lift-and-project cuts. Finally, we use this method to evaluate how often lift-and-project cuts from simple $t$-branch split disjunctions are irregular, and thus not equivalent to multi-row cuts, on 74 instances of the MIPLIB benchmarks.Comment: INFORMS Journal on Computing (to appear

Disjunctive Inequalities: Applications and Extensions

A general optimization problem can be expressed in the form min{cx: x ∈ S}, (1) where x ∈ R n is the vector of decision variables, c ∈ R n is a linear objective function and S ⊂ R n is the set of feasible solutions of (1). Because S is generall