Since some solvers do not support SOS1 and SOS2 constraints it would be nice have an automatic reformulation. Edit(odow): in https://github.com/JuliaOpt/Mosek.jl/issues/182 @ohmsweetohm1 provided a helpful [link to the Mosek cookbook](https://docs.mosek.com/modeling-cookbook/mio.html#continuous-piecewise-linear-functions).