A bilevel programming

[ncepuxiaoming]

Hi Johan

I have read the tutorial of bilevel programming. We must tell the solver which variables are the inner variables before we can solve the problem. But now I have a bilevel programming where a variable in the outer problem is the dual variable of a constraint in the inner problem (the inner problem is a linear programming). I have searched keyword "dual" in the YALMIP homepage but all the results only tell me how to extract the values of dual variables after solving the problem. How can I solve this problem without manually converting the bilevel programming into a single level programming in this case?

[Johan Löfberg]

Then you will have to manually setup the bilevel program, and use the dual variables returned in the details output from kkt

https://yalmip.github.io/command/kkt/