Bi-level Programming

Problems with modeling
sandeep_mnit
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Bi-level Programming

Postby sandeep_mnit » 3 months ago

How to simulate bi-level model using emp in GAMS?
when variable x depends upon variable y in the upper level and variable y depend on x in the lower level problem?

For example
Upper level
Min x-4y
(minimize x)
s.t. 2x-3y>=0,

Lower Level
Min y
s.t. x+y>=3
2x-y>=0
-2x-2y>=12
-3x+2y>=-4

How it can be simulated??

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