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I am working on a nonlinear function (such as x^2) using bounded stepwise linearization method. Actually, it requires some restricted conditions, namely restricted basis entry rule. It means: Only two adjacent w_ij are allowed to enter the basis.

i is the index of variable and j is the index of interval.

More explanation on this method can found in:

http://civil.colorado.edu/~balajir/CVEN5393/lectures/chapter-08.pdf

I could not find any clue on how to implement it in pyomo. I will be grateful if you could help me.

rgholizadehr
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