How to check if a solver supports SOS2 constraints

Specific Domains Optimization (Mathematical)
1

I have a piece of code that adds SOS2 constraints to a model.
If the solver supports it, I would like to use its interface, if not I would assemble the constraints myself.
Is there a way to check if an optimizer supports MathOptInterface.SOS2 constraints?
Just wrapping JuMP.@constraint in a try catch seems not like the proper way.

2

You’re looking for something like:

model = Model(with_optimizer(CPLEX.Optimizer))
MOI.supports_constraint(
    CPLEX.Optimizer(), MOI.VectorOfVariables, MOI.SOS2{Float64}
)

(Replace CPLEX with the solver of your choice.)

Edit(odow): my first solution wasn’t strictly correct in all cases.

3

Would it be possible to not need to know the specific solver?

4

Hmm. I dug into my earlier suggestion, which was:

MOI.supports_constraint(
    backend(model), MOI.VectorOfVariables, MOI.SOS2{Float64}
)

and it seems to work:

using JuMP, SCS
model = Model(with_optimizer(SCS.Optimizer))
MOI.supports_constraint(
    backend(model), MOI.VectorOfVariables, MOI.SOS2{Float64}
)  # false