Originally posted by: rseymac

Hello,

I am trying to form SOS variables for my problem. But my variable is defined as X_ij. So let i :1...n, and j=1..m,

I need to form SOS variables of X such that the sum of X_ij over i is 1.  (should i have n times SOS ?)

Thanks in advance,

If the sum over i is 1 for each j, then you would have m SOS constraints, but basically the answer is yes. Each column (summing over i) or row (summing over j) is a separate SOS.