Modeling Bilevel optimization problems with BilevelJuMP.jl
2021-07-28, 17:30–18:00 (UTC), JuMP Track

In this talk, we present BilevelJuMP.jl an extension that makes it straightforward for users to write bilevel problems just like JuMP made it easy to write optimization problems. BilevelJuMP.jl uses Dualization.jl to generate the dual constraints of KKT conditions and has multiple formulations for complementarity constraints such as SOS1, Fortuny-Amat, quadratic programming, and actual complementarity constraints.