Hi there !
I am currently working on an optimisation problem. As I need to extrapolate one variable (price) based on volumes I use a SOS2 variable (Lbda).
SOS2 Variable lbda(h, i) #SOS2 variable declaration
lbda.up(h, i) = 1 ;
#to maximise where x(b) is a binary variable
EQ_volume_echange.. volume_echange =e= sum(b, vtot_pos(b) * x(b)) ;
#constraints
EQ_somme_lambda(h).. sum(i, lbda(h,i)) =e= 1 ;
#use lambda to interpolate based on volumes
EQ_egalite_volumes(h).. sum(b, x(b) * qtb(b,h)) =e= sum(i, lbda(h,i) * delta(i)) ;
#apply lbda to prices to compute the interpolated price (mcp)
EQ_prix(h).. mcp(h) =e= sum(i, lbda(h,i) * prix(i,h)) ;
Lbda is not recognised as a SOS2 variable in the logs and solution takes ages to be computed. It seems that using x(b) and Lbda in the same constraint (EQ_egalite_volumes) might be the source of my problems. Could you confirm ? Would you have alternative solutions? Thank you in advance.
Best,