Cutting-planes for weakly-coupled 0/1 second order cone programs

We analyze mixed 0/1 second order cone programs where the fractional and binary variables are solely coupled via the conic constraints. For this special type of mixed-integer second order cone programs we devise a cutting-plane framework based on the generalized Benders cut. We show that the resulting cuts are very effective as symmetric solutions are automatically cut off as well and each equivalence class of 0/1 solutions is visited at most once. We also present computational results showing the effectiveness of our method and sketch an application in optimal pooling of securities.