A growing collection of bilevel problems
Linear-Nonlinear bilevel problem from (Calvete & Gale, 1999)
Objective values | Solution point |
---|---|
F* = -29.2 | x* = (0.0, 0.9) |
f* = 0.31 | y* = (0.0, 0.6, 0.4) |
Original source:
Other sources:
AMPL
formatvar x{1..2} >= 0, <= 2; # Outer variable
var y{1..3} >= 0, <= 2; # Inner variable
var l{1..9} >= 0, <= 10; # KKT Multipliers
minimize outer_obj: -8*x[1] - 4*x[2] + 4*y[1] - 40*y[2] - 4*y[3]; # Objective
subject to
# Inner objective:
inner_obj: (1+x[1]+x[2]+2*y[1]-y[2]+y[3])/(6+2*x[1]+y[1]+y[2]-3*y[3]) = 0;
# Inner constraints
inner_con1: -y[1] + y[2] + y[3] -1 <= 0;
inner_con2: 2*x[1] - y[1] + 2*y[2] - 0.5*y[3] - 1 <= 0;
inner_con3: 2*x[2] + 2*y[1] - y[2] - 0.5*y[3] - 1 <= 0;
# KKT conditions:
stationarity_1: 2*l[3] - l[2] - l[1] - l[4] + l[5] - (x[1] + x[2] + 2*y[1] - y[2] + y[3] + 1)/(2*x[1] + y[1] + y[2] - 3*y[3] + 6)^2 + 2/(2*x[1] + y[1] + y[2] - 3*y[3] + 6) = 0;
stationarity_2: l[1] + 2*l[2] - l[3] - l[6] + l[7] - (x[1] + x[2] + 2*y[1] - y[2] + y[3] + 1)/(2*x[1] + y[1] + y[2] - 3*y[3] + 6)^2 - 1/(2*x[1] + y[1] + y[2] - 3*y[3] + 6) = 0;
stationarity_3: l[1] - l[2]/2 - l[3]/2 - l[8] + l[9] + (3*(x[1] + x[2] + 2*y[1] - y[2] + y[3] + 1))/(2*x[1] + y[1] + y[2] - 3*y[3] + 6)^2 + 1/(2*x[1] + y[1] + y[2] - 3*y[3] + 6) = 0;
complementarity_1: l[1]*(-y[1] + y[2] + y[3] -1) = 0;
complementarity_2: l[2]*(2*x[1] - y[1] + 2*y[2] - 0.5*y[3] - 1) = 0;
complementarity_3: l[3]*(2*x[2] + 2*y[1] - y[2] - 0.5*y[3] - 1) = 0;
complementarity_4: l[4]*y[1] = 0;
complementarity_5: l[5]*(y[1] - 2) = 0;
complementarity_6: l[6]*y[2] = 0;
complementarity_7: l[7]*(y[2] - 2) = 0;
complementarity_8: l[8]*y[3] = 0;
complementarity_9: l[9]*(y[3] - 2) = 0;