Mixed Integer Programming, Sos2, Piecewise Linear Modeling, Cplex, Gurobi.
continuous At most 2 of them are non-zero The two variables have to be adjacent Let w1,…,wn be a SOS2, let z1,…,zn a set of binary instrumental variables whose only purpose is to enforce the SOS2 conditions over w1,…,wn. The 4 conditions above translate into the following set of equations: As you