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DOE OSTI · 1561200

Modeling Bilevel Programs in Pyomo

Hart, William Eugene·Watson, Jean-Paul·Siirola, John Daniel·Chen, Richard Li-Yang
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Abstract

We describe new capabilities for modeling bilevel programs within the Pyomo modeling software. These capabilities include new modeling components that represent subproblems, modeling transformations for re-expressing models with bilevel structure in other forms, and optimize bilevel programs with meta-solvers that apply transformations and then perform op- timization on the resulting model. We illustrate the breadth of Pyomo's modeling capabilities for bilevel programs, and we describe how Pyomo's meta-solvers can perform local and global optimization of bilevel programs.

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BibTeXRIS

Hart, William Eugene, Watson, Jean-Paul, Siirola, John Daniel, Chen, Richard Li-Yang. 2016-03-01. Modeling Bilevel Programs in Pyomo. https://doi.org/10.2172/1561200

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