A growing collection of bilevel problems
mb_2007_18v : Quadratic-Nonlinear problem, variation of mb_2007_18
This is a variation of mb_2007_18 problem. The only difference is the outer objective function, which is changed from -x^2 + y^2
to x^2 + y^2
.
Objective values | Solution point(s) |
---|---|
F* = 0.250 | x* = 0.500 |
f* = 0.000 | y* = 0.000 |
Outer Problem | Inner Problem |
---|---|
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AMPL
formatvar x >= -1, <= 1; # Outer variable
var y >= -1, <= 1; # Inner variable
var l{1..2} >= 0, <= 2; # Multipliers
minimize outer_obj: x^2 + y^2;
subject to
# Inner objective
inner_obj: x*y^2 - y^4/2 = 0;
# KKT conditions
stationarity: 2*x*y - 2*y^3 - l[1] + l[2] = 0;
complementarity_1: l[1]*(-1 - y) = 0;
complementarity_2: l[2]*(y - 1) = 0;