Special ordered set

In discrete optimization, a special ordered set (SOS) is an ordered set of variables used as an additional way to specify integrality conditions in an optimization model. Special order sets are basically a device or tool used in branch and bound methods for branching on sets of variables, rather than individual variables, as in ordinary mixed integer programming. Knowing that a variable is part of a set and that it is ordered gives the branch and bound algorithm a more intelligent way to face the optimization problem, helping to speed up the search procedure. The members of a special ordered set individually may be continuous or discrete variables in any combination. However, even when all the members are themselves continuous, a model containing one or more special ordered sets becomes a discrete optimization problem requiring a mixed integer optimizer for its solution. The ‘only’ benefit of using Special Ordered Sets compared with using only constraints is that the search procedure will generally be noticeably faster. As per J.A. Tomlin, Special Order Sets provide a powerful means of modeling nonconvex functions and discrete requirements, though there has been a tendency to think of them only in terms of multiple-choice zero-one programming.

In discrete optimization, a special ordered set (SOS) is an ordered set of variables used as an additional way to specify integrality conditions in an optimization model. Special order sets are basically a device or tool used in branch and bound methods for branching on sets of variables, rather than individual variables, as in ordinary mixed integer programming. Knowing that a variable is part of a set and that it is ordered gives the branch and bound algorithm a more intelligent way to face the optimization problem, helping to speed up the search procedure. The members of a special ordered set individually may be continuous or discrete variables in any combination. However, even when all the members are themselves continuous, a model containing one or more special ordered sets becomes a discrete optimization problem requiring a mixed integer optimizer for its solution. The ‘only’ benefit of using Special Ordered Sets compared with using only constraints is that the search procedure will generally be noticeably faster. As per J.A. Tomlin, Special Order Sets provide a powerful means of modeling nonconvex functions and discrete requirements, though there has been a tendency to think of them only in terms of multiple-choice zero-one programming.

Notes

"Applications of optimization with Xpress-MP", Christelle Guéret, Christian Prins, Marc Sevaus, Editions Eyrolles, Paris, France (2000), , pag 39-42

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