Restricted basis entry for stepwise linearization

Asked Jan 17 '19 at 08:40

Active Jan 17 '19 at 08:40

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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.

asked Jan 17 '19 at 08:40

rgholizadehr

In the docs see sos2 – Erwin Kalvelagen Jan 18 '19 at 05:32
when running with cplex solver, pyomo gives an error that the solver does not support sos2. – rgholizadehr Jan 18 '19 at 06:20

Restricted basis entry for stepwise linearization

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