Bilevel model with multiple lower levels

martina.gherardi
Fri, 09 Jun 2023 15:18:24 +0000
Optimization (Mathematical)

Hi,

I’m currently working on a bilevel problem that has:

one lower level problem for each period

a single upper level problem that considers all the periods

How to code this kind of bilevel problem with “mode=BilevelJuMP.StrongDualityMode()” ?

Thanks

4 posts - 3 participants