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Thread Subject:
bilevel optimization

Subject: bilevel optimization

From: mery

Date: 3 Aug, 2013 13:30:13

Message: 1 of 4

Hello,

I would like to know if there is a function in optimization tool box that solves a bilevel optimization problem. If it is nit the case, do you know how to treat a such problem in matlab?

Thanks in advance;
Best regards

Subject: bilevel optimization

From: Johan Lofberg

Date: 6 Aug, 2013 08:39:06

Message: 2 of 4

"mery" wrote in message <ktj0l5$f6f$1@newscl01ah.mathworks.com>...
> Hello,
>
> I would like to know if there is a function in optimization tool box that solves a bilevel optimization problem. If it is nit the case, do you know how to treat a such problem in matlab?
>
> Thanks in advance;
> Best regards

There are various levels of support for bilevel programming (inner problem assumed QP) in the MATLAB Toolbox YALMIP
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Commands.Solvebilevel
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Commands.Kkt
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Examples.BilevelProgramming

Subject: bilevel optimization

From: Rhino

Date: 26 Jan, 2014 13:20:15

Message: 3 of 4

Hi,

You can download it from the following link.

http://bilevel.org/resources/

It is a nested code in Matlab to solve bilevel problems. It works good for at least the problems I have tried.

Rhino

"mery" wrote in message <ktj0l5$f6f$1@newscl01ah.mathworks.com>...
> Hello,
>
> I would like to know if there is a function in optimization tool box that solves a bilevel optimization problem. If it is nit the case, do you know how to treat a such problem in matlab?
>
> Thanks in advance;
> Best regards

Subject: bilevel optimization

From: Rhino

Date: 26 Jan, 2014 13:22:07

Message: 4 of 4

Hi,

You can download it from the following link.

http://bilevel.org/resources/

It is a nested code in Matlab to solve bilevel problems. It works good for at least the problems I have tried.

Rhino

"mery" wrote in message <ktj0l5$f6f$1@newscl01ah.mathworks.com>...
> Hello,
>
> I would like to know if there is a function in optimization tool box that solves a bilevel optimization problem. If it is nit the case, do you know how to treat a such problem in matlab?
>
> Thanks in advance;
> Best regards

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