Hello,
I am working on a model with semi-continuous piecewise linear objective function.
I have studied an article that present a specific special ordered set (SOSD) to deal with such functions.
Their formulation is similar to a SOS2 with slightly more restrictive constraints (two consecutive non-null variables must be from the same segment, i.e {1, 1, 0, 0} is SOSD but {0, 1, 1, 0} is not.)
They also add specific branching strategies for branch and bound on variables of the SOSD.
Is there a way I can add restrictions on SOS2 and the branching process ? Or even define my own type of SOS ?
Regards
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Louis Fourcade
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#DecisionOptimization