Querying lower level objective value in BilevelJuMP.jl

Specific Domains Optimization (Mathematical)
,
1

Is there an inbuilt function I can use to query the lower level objective value when using BilevelJuMP.jl?
For the following example:

using JuMP, BilevelJuMP, Gurobi

model = BilevelModel(Gurobi.Optimizer, mode = BilevelJuMP.SOS1Mode())

@variable(Lower(model), x)
@variable(Upper(model), y)

@objective(Upper(model), Min, 3x + y)
@constraints(Upper(model), begin
    x <= 5
    y <= 8
    y >= 0
end)

@objective(Lower(model), Min, -x)
@constraints(Lower(model), begin
     x +  y <= 8
    4x +  y >= 8
    2x +  y <= 13
    2x - 7y <= 0
end)

optimize!(model)

To access the objective values, I use the following function:

upper_level_objective = objective_value(model)

Then, I see that both upper and lower level model are of type JuMP.AbstractModel, so I tried:

upper_level_objective = objective_value(Upper(model))
lower_level_objective = objective_value(Lower(model))

The above function returns me the correct objective values for both levels. So my questions are (in general):

  1. Is objective_value(model) == objective_value(Upper(model)) always?
  2. Is objective_value(Lower(model)) the correct way to access the lower level objective value?

Thank you!

2

cc @joaquimg

I think the answer to both questions is probably “Yes”.

2 Likes
3

Exactly, yes for both questions.

2 Likes
4

Thanks for confirming.

1 Like