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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: bilevel optimization
Replies: 3   Last Post: Jan 26, 2014 8:22 AM

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Johan Lofberg

Posts: 39
Registered: 11/6/06
Re: bilevel optimization
Posted: Aug 6, 2013 4:39 AM
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"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



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