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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.00452 |
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Table of Contents:
- We investigate mixed-integer second-order conic (SOC) sets with a nonlinear right-hand side in the SOC constraint, a structure frequently arising in mixed-integer quadratically constrained programming (MIQCP). Under mild assumptions, we show that the convex hull can be exactly described by replacing the right-hand side with its concave envelope. This characterization enables strong relaxations for MIQCPs via reformulations and cutting planes. Computational experiments on distributionally robust chance-constrained knapsack variants demonstrate the efficacy of our reformulation techniques.