Recursive linear x y variable
RecursiveLinearXYVariable
¶
Bases: Variable
Recursive linearization variable for the PC-HLP model.
Reproduces the cubic term for merged (aggregated) clients:
\[X_{ijkm}^z \;\widehat{=}\; y_{ij}^z \cdot x_{ik} \cdot x_{jm}\]
\[X_{ijkm}^z \in \{0,1\} \quad \forall (i,j,z) \in K\]
Same structure as
LinearXYVariable
but uses aggregated client keys from
BilevelDataCol.CLIENT_KEYS.
Related:
- RecursiveLinearizationConstraint