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?
questions about GAMS' tools
2 posts • Page 1 of 1
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.