Guilherme Bodin

BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia

  • Joaquim Dias Garcia
  • Guilherme Bodin
  • Alexandre Street
    • Categories Complementarity and Variational Inequalities, Modeling Languages and Systems, Optimization Software and Modeling Systems Tags , , , ,

    In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the JuMP algebraic syntax. Due to the generality and flexibility our library inherits from JuMP’s syntax, our package … Read more