In this paper we provide a unified treatment of general two-term disjunctions on cross-sections of the second-order cone. We derive a closed-form expression for a convex inequality that is valid for such a disjunctive set and show that this inequality is sufficient to characterize the closed convex hull of all two-term disjunctions on ellipsoids and paraboloids, and split disjunctions on all cross-sections of the second-order cone. Our approach extends the work of Kilinc-Karzan and Yildiz on general two-term disjunctions for the second-order cone.
Citation
Carnegie Mellon University, June 2014