Converting a bilevel optimization problem to MILP

Soha Hassoun

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Sep 1, 2015, 10:54:30 AM9/1/15

to Gurobi Optimization

Hi,

Does anyone have or know of a converter of a problem formulation from a bilevel optimization problem to MILP?

I have several such problems that I want to solve, and I would like to remove the manual tedious effort of the conversion.

Many thanks

Johan Löfberg

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Sep 2, 2015, 5:12:21 AM9/2/15

to Gurobi Optimization

YALMIP, which interfaces with gurobi in MATLAB, has such functionality, using various approaches

http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Commands.Kkt
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Examples.BilevelProgramming

Soha Hassoun

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Sep 2, 2015, 12:00:56 PM9/2/15

to Gurobi Optimization

many thanks - the links were super helpful!!

Message has been deleted

Johan Löfberg

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Mar 17, 2017, 5:10:21 AM3/17/17

to Gurobi Optimization

Your best bet is to post this question on the YALMIP group instead

https://groups.google.com/forum/?fromgroups#!forum/yalmip

On Friday, March 17, 2017 at 6:32:57 AM UTC+1, 陈丽霞 wrote:

Hi, now I am working on converting a bilevel optimazition problem to a MILP problem and I tried to use yalmip and gurobi but face some problems. Have you solved your problem?Can I some question?Thanks so much

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