Killer Sudoku (from [1]) 
Solution (from [1]) 
 a mapping \(\mathit{amap}(a,i,j)\) between area \(a\) (an area is a row, column or box) and cells \((i,j)\): \(\mathit{amap}(a,i,j)\) is \(\mathit{true}\) if cell \((i,j)\) belongs to area \(a\),
 a similar mapping \(\mathit{cmap}(c,i,j)\) between a cage \(c\) and cell numbers \((i,j)\).
Killer Sudoku model 

\[\begin{align} & \sum_k \color{DarkRed} x_{i,j,k} = 1 && \forall i,j && \text{One value per cell}\\ & \sum_{i,j \color{DarkBlue}{\mathit{amap}}(a,i,j)} \color{DarkRed} x_{i,j,k} = 1 && \forall a,k && \text{Unique values in each row, column and box} \\ & \sum_{i,j \color{DarkBlue}{\mathit{cmap}}(c,i,j)} \color{DarkRed} x_{i,j,k} \le 1 && \forall c,k && \text{Unique values in each cage}\\ & \sum_{i,j,k \color{DarkBlue}{\mathit{cmap}}(c,i,j)} \color{DarkBlue} k \cdot \color{DarkRed} x_{i,j,k} = \color{DarkBlue} {\mathit{CageSum}}_c && \forall c && \text{Cell values add up to cage sum} \\ & \color{DarkRed} x_{i,j,k} \in \{0,1\} \end{align}\] 
There is no objective in this model: we are just looking for a feasible integer solution.
Implementation
The equivalent GAMS model can look like:
set
a 'area' /i1*i9,j1*j9,b1*b9/ i(a) 'rows' /i1*i9/ j(a) 'columns' /j1*j9/ b(a) 'boxes' /b1*b9/ amap(a,i,j) 'mapping area<>cells' k 'values' /1*9/ ; * * populate amap * rows, columns, and boxes a.k.a nonets * amap(i,i,j) = yes; amap(j,i,j) = yes; amap(b,i,j) = ord(b) = 3*ceil(ord(i)/3) + ceil(ord(j)/3)  3; display amap; * * cages * sets c 'cages' /cage1*cage29/ cmap(c,i,j) 'mapping cage<>cells' ; table cageno(i,j) 'cage numbering' j1 j2 j3 j4 j5 j6 j7 j8 j9 i1 1 1 2 2 2 3 4 5 6 i2 7 7 8 8 3 3 4 5 6 i3 7 7 9 9 3 10 11 11 6 i4 12 13 13 9 14 10 11 15 6 i5 12 16 16 17 14 10 15 15 18 i6 19 16 20 17 14 21 22 22 18 i7 19 20 20 17 23 21 21 24 24 i8 19 25 26 23 23 27 27 24 24 i9 19 25 26 23 28 28 28 29 29 ; cmap(c,i,j) = ord(c)=cageno(i,j); parameter cagesum(c) / cage1 3, cage11 20, cage21 20 cage2 15, cage12 6, cage22 6 cage3 22, cage13 14, cage23 10 cage4 4, cage14 17, cage24 14 cage5 16, cage15 17, cage25 8 cage6 15, cage16 13, cage26 16 cage7 25, cage17 20, cage27 15 cage8 17, cage18 12, cage28 13 cage9 9, cage19 27, cage29 17 cage10 8, cage20 6 /; binary variable x(i,j,k); variable z 'obj'; equation cellvalue(i,j) 'one value per cell' unique(a,k) 'unique values in each area' cunique(c,k) 'unique values in each cage' cagesums(c) 'summation of cage cells' obj 'dummy objective' ; cellvalue(i,j).. sum(k, x(i,j,k)) =e= 1; unique(a,k).. sum(amap(a,i,j),x(i,j,k)) =e= 1; cunique(c,k).. sum(cmap(c,i,j),x(i,j,k)) =l= 1; cagesums(c).. sum((cmap(c,i,j),k), k.val*x(i,j,k)) =e= cagesum(c); obj.. z =e= 0; model killer /all/; solve killer using mip minimizing z; parameter v(i,j) 'optimal values'; v(i,j) = sum(k, k.val*x.l(i,j,k)); option v:0; display v; 
The function \[f(i,j) = 3\left\lceil i/3 \right\rceil + \left\lceil j/3 \right\rceil – 3\] maps \((i,j)\) to a box number. We can check this by the fragment:
set
i /i1*i9/ j /j1*j9/ ; parameter f(i,j) 'box number'; f(i,j) = 3*ceil(ord(i)/3) + ceil(ord(j)/3)  3; display f; 
The output of this fragment is:
 7 PARAMETER f box number j1 j2 j3 j4 j5 j6 j7 j8 j9 i1 1.000 1.000 1.000 2.000 2.000 2.000 3.000 3.000 3.000 i2 1.000 1.000 1.000 2.000 2.000 2.000 3.000 3.000 3.000 i3 1.000 1.000 1.000 2.000 2.000 2.000 3.000 3.000 3.000 i4 4.000 4.000 4.000 5.000 5.000 5.000 6.000 6.000 6.000 i5 4.000 4.000 4.000 5.000 5.000 5.000 6.000 6.000 6.000 i6 4.000 4.000 4.000 5.000 5.000 5.000 6.000 6.000 6.000 i7 7.000 7.000 7.000 8.000 8.000 8.000 9.000 9.000 9.000 i8 7.000 7.000 7.000 8.000 8.000 8.000 9.000 9.000 9.000 i9 7.000 7.000 7.000 8.000 8.000 8.000 9.000 9.000 9.000
For more information see [2].
The results of the complete MIP model are:
 75 PARAMETER v optimal values j1 j2 j3 j4 j5 j6 j7 j8 j9 i1 2 1 5 6 4 7 3 9 8 i2 3 6 8 9 5 2 1 7 4 i3 7 9 4 3 8 1 6 5 2 i4 5 8 6 2 7 4 9 3 1 i5 1 4 2 5 9 3 8 6 7 i6 9 7 3 8 1 6 4 2 5 i7 8 2 1 7 3 9 5 4 6 i8 6 5 9 4 2 8 7 1 3 i9 4 3 7 1 6 5 2 8 9
Sudokus are typically solved in the presolver: the MIP solver does not need to do any Simplex iterations or BranchandBound nodes. We see the same thing here. The Cplex solver log shows:
MIP Presolve eliminated 608 rows and 724 columns.
MIP Presolve modified 882 coefficients. Aggregator did 6 substitutions. All rows and columns eliminated. Presolve time = 0.11 sec. (5.58 ticks)
Proven optimal solution.
MIP Solution: 0.000000
(0 iterations, 0 nodes)

CBC is also able to solve this without much sweat:
Calling CBC main
solution routine...
No integer
variables out of 560 objects (560 integer) have costs
branch on
satisfied N create fake objective Y random cost Y
Integer solution
of 0 found by feasibility pump after 0 iterations and 0 nodes (0.94 seconds)
Search completed
 best objective 0, took 0 iterations and 0 nodes (0.96 seconds)

It looks like CBC is not able to presolve the whole model away. It subsequently invokes the feasibility pump (a heuristic to find feasible solutions quickly).
Multiple solutions?
We can easily prove this solution is unique, by adding a cut that forbids this solution, and resolving. I added to the model:
equation cut;
cut.. sum((i,j,k),(2*x.l(i,j,k)1)*x(i,j,k)) =l= sum((i,j,k),x.l(i,j,k))1;
Indeed this solution is unique: adding the cut made the model infeasible.
Unique values in a cage
Firstly, it is noted that for this data set we could have removed the condition that within a cage we only want unique values. This constraint is nonbinding: if we remove it we find the same solution. Even stronger: after removing the cunique constraint, we still get a single, unique solution.
An alternative formulation is to combine the constraints unique and cunique into one big equation For this we add the cages \(c\) to our amap data structure:
Now the simplified model can look like:
It requires a bit of thought that we can use a \(\le\) constraint for all uniqueness constraints.
When we solve this model with Cplex, it is interesting to see that the presolver is not as effective:
The message "All rows and columns eliminated" is notably missing.
An alternative formulation is to combine the constraints unique and cunique into one big equation For this we add the cages \(c\) to our amap data structure:
*
* populate amap * rows, columns, boxes and cages * amap(i,i,j) = yes; amap(j,i,j) = yes; amap(b,i,j) = ord(b) = 3*ceil(ord(i)/3) + ceil(ord(j)/3)  3; amap(c,i,j) = cmap(c,i,j); display amap; 
Now the simplified model can look like:
Killer Sudoku model 2 

\[\begin{align} & \sum_k \color{DarkRed} x_{i,j,k} = 1 && \forall i,j && \text{One value per cell}\\ & \sum_{i,j \color{DarkBlue}{\mathit{amap}}(a,i,j)} \color{DarkRed} x_{i,j,k} \le 1 && \forall a,k && \text{Unique values in each row, column, box and cage} \\ & \sum_{i,j,k \color{DarkBlue}{\mathit{cmap}}(c,i,j)} \color{DarkBlue} k \cdot \color{DarkRed} x_{i,j,k} = \color{DarkBlue} {\mathit{CageSum}}_c && \forall c && \text{Cell values add up to cage sum} \\ & \color{DarkRed} x_{i,j,k} \in \{0,1\} \end{align}\] 
It requires a bit of thought that we can use a \(\le\) constraint for all uniqueness constraints.
When we solve this model with Cplex, it is interesting to see that the presolver is not as effective:
MIP Presolve eliminated 328 rows and
382 columns.
MIP Presolve
modified 825 coefficients.
Aggregator did 7
substitutions.
Reduced MIP has
280 rows, 341 columns, and 1645 nonzeros.
Reduced MIP has
341 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time =
0.05 sec. (7.14 ticks)
Found incumbent
of value 0.000000 after 0.14 sec. (17.27 ticks)

The message "All rows and columns eliminated" is notably missing.
References
 Killer Sudoku, https://en.wikipedia.org/wiki/Killer_sudoku
 MIP Modeling: from Sudoku to KenKen via Logarithms, https://yetanothermathprogrammingconsultant.blogspot.com/2016/10/mipmodelingfromsudokutokenken.html
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