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Bilevel Programming

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Pyomo — Optimization Modeling in Python

Abstract

This chapter documents how to formulate bilevel programs, which model adversarial behavior in a general manner. We describe new modeling components that represent subproblems, modeling transformations for re-expressing models with bilevel structure in other forms, and optimize bilevel programs with metasolvers that apply transformations and then perform optimization on the resulting model. We illustrate the breadth of Pyomo’s modeling capabilities for bilevel programs, and we describe how Pyomo’s meta-solvers can perform local and global optimization of bilevel programs.

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Hart, W.E. et al. (2017). Bilevel Programming. In: Pyomo — Optimization Modeling in Python. Springer Optimization and Its Applications, vol 67 . Springer, Cham. https://doi.org/10.1007/978-3-319-58821-6_13

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