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[FEA] Add support for semi-continuous variables #1059

@chris-maes

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@chris-maes

A semicontinous variable satisfies X = 0 or L <= X <= U with 0 < L < U

  • If U < Inf, we can model as LB <= X <= UB with additional binary variable B
  • If U = Inf, use bound strengthening to try to get finite upper bound on U
  • If U still Inf, set U=big-M, allow user to set big-M via parameter

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awaiting responseThis expects a response from maintainer or contributor depending on who requested in last comment.feature requestNew feature or request

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