SOS constraint of any type
Hi,
I want to solve a mathematical optimization problem which involves Special Ordered Set constraints of type larger than 2. From what I have read already, it seems like Gurobi does not support (yet?) models with such constraints. Can anyone confirm?
Consequently, has anyone any reference in mind to "manually" implement SOS constraints of type larger than 2 (I'm looking for the corresponding mathematical formulation that I have hard time finding online)?
If there are ways to circumvent SOS constraints of type larger than 2, I will also gladly take the advice.
Last but not least, does anyone know if Gurobi plans on supporting SOS constraints of type larger than 2?
Thank you!
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