Mixed integer bilevel problem

questions about GAMS' tools
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Jubeyer
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Mixed integer bilevel problem

Post by Jubeyer » 3 weeks ago

Hi,

Can anyone tell whether GAMS allows a bilevel problem where both the leader and follower are mixed integer type optimization problem. If yes, is there any specific solver that is required to solve this kind of problem?

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Jubeyer

Jubeyer
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Posts: 25
Joined: 8 months ago

Re: Mixed integer bilevel problem

Post by Jubeyer » 2 weeks ago

In case if this comes to useful for anyone, I have figured out that GAMS bilevel solver JAMS does not support a problem which has both integer variable in leader and follower. It only supports problem where integers are only in leader.

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