[Coin-discuss] Fixing SOS variables in Cbc

[John Tomlin]

There is an irritating, but avoidable problem with fixing variables in
SOS of type 2. 

I've been finding it useful to fix the variables in SOS which are
satisfied at the continuous optimum - in the S1 case by setting the
lower bound on the non-zero variable to 1.0 and/or the upper bounds on
the zero variables to zero. It turns out that if you set the lower bound
on a S2 set variable to 1.0  Cbc throws an exception. However, if you
just set upper bounds to zero it works OK.

--John

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