bilevel modeling with discrete variable in follower

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Archiver
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bilevel modeling with discrete variable in follower

Post by Archiver » 5 years ago


dear all

I should write a bilevel model and I have to use discrete variables in both leader and follower equations
I studied about emp solver and used its format in my code
but when I run the GAMS I have this error message

JAMS Discrete variables are only supported in leader . Abort!
JAMS pre processing faild

my question is that is there any other ways to write bilevel problems in gams?

and here is what i used in my code:

model H_CEN /all/ ;

$onecho > "%emp.info%"
bilevel lu lv lh a b
max zf fu fv fh y four five six seven eight nine ten twenty
$offecho

if you need more detail I attach the file .

i will be gratefull if you could help me

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Archiver
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Re: bilevel modeling with discrete variable in follower

Post by Archiver » 5 years ago


Hi Reza,
As I know, one of the EMP framework´s tasks is to reformulate a bi-level problem into a single-level problem by replacing the lower level problem with its necessary optimality condition (i.e., KKT). This single-level problem can then be passed onto a continuous/discrete solver. So, if the lower level is itself a discrete problem, I think you cannot use GAMS. I suggest you to consider metaheuristics.

Hossein
On 9 Nov 2015 19:14, "Reza Atayi" wrote:

dear all

I should write a bilevel model and I have to use discrete variables in both leader and follower equations
I studied about emp solver and used its format in my code
but when I run the GAMS I have this error message

JAMS Discrete variables are only supported in leader . Abort!
JAMS pre processing faild

my question is that is there any other ways to write bilevel problems in gams?

and here is what i used in my code:

model H_CEN /all/ ;

$onecho > "%emp.info%"
bilevel lu lv lh a b
max zf fu fv fh y four five six seven eight nine ten twenty
$offecho

if you need more detail I attach the file .

i will be gratefull if you could help me

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saeed.nikbakhsh
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Re: bilevel modeling with discrete variable in follower

Post by saeed.nikbakhsh » 3 months ago

Hello,

I want to use gams bilevel optimization for a mixed-integer problem. I put all integer variables in the leader problem and the simulation will run. But the answers for integer variables are not integer!

I will be grateful if you could help me

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