BiLevel with Lower Quadratic Constraints

Specific Domains Optimization (Mathematical)
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1

As “BilevelJuMP is not able to solve problems with quadratic constraints in the lower level.” Is there a recommended way to solve bilevel optimizations where the lower level has quadratic constraints and the upper level constraints are convex? (I am all that not familiar with this stuff).

2

Are you asking in general, or for BilevelJuMP.jl in particular?

This is a question for @joaquimg.

3

Whichever is simpler to use with 15 lower vars and 9 upper vars, where some vars or lowe var expressions appear in the upper level. Or both.

4

It seems like BilevelJuMP doesn’t support quadratic constraints in the lower level, but it does support second-order cones.

https://joaquimg.github.io/BilevelJuMP.jl/stable/tutorials/conic_lower/

So reformulate your quadratic constraint into an SOC.

If you get stuck, post a reproducible example, and we can help.

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