Re: specially ordered sets variables in Mathprog

On Tue, 15 Mar 2022, Tommaso Cucinotta wrote:

> I'd like to know whether Mathprog supports (or is there any plan to support) 
> SOS (special ordered sets) variables, at least type 1.
>
> I often use mathprog and glpsol to convert MILP problems (actually, BLP 
> mostly) for other solvers (CBC, CPLEX), and I'm seeing these other solvers 
> support these types of variables, what makes me think that there might be 
> some advantages in formalizing a problem this way, as perhaps the solver 
> might be quicker in scanning through the possible branches etc... I mean, 
> using the SOS1 native formalization, instead of equivalent formulations as in

As noted by wikibooks, if one has binary variables,
SOS1 is equivalent to a single additional linear constraint.

My understanding is that some solvers that will handle
SOS1 constraints on continuous variables directly
without auxillary variables, but I do not know which.

> https://en.wikibooks.org/wiki/GLPK/Modeling_tips#Special_ordered_sets

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