Marginal value of constraints of a lower-level problem in a bi-level problem

Problems with syntax of GAMS
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Nongchao
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Marginal value of constraints of a lower-level problem in a bi-level problem

Post by Nongchao » 3 months ago

Hello everyone,

First time posting here. I'm using EMP to solve a bi-level problem. The program works but I'm having trouble interpreting the marginal value of some equations. These equations are constraints of a lower-level optimization problem in a bi-level program. My question is, are the marginal values (.m) of these equations the dual variable with respect to the upper-level problem or the lower-level problem? I suspect they are the former ones. If so, is there a way to see the marginal value of these equations with respect to the lower-level problem?

Thank you!

Nongchao

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