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Mixed integer bilevel problem

Posted: Fri Sep 04, 2020 4:49 pm
by Jubeyer
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?

Regards,
Jubeyer

Re: Mixed integer bilevel problem

Posted: Wed Sep 16, 2020 5:46 am
by Jubeyer
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.