Module methods 

Bilevel optimization methods

Implements:

• KKT-based single-level reduction
• Penalty-based sequential optimization approach (PSOA)
• Replacement algorithm (optimal reaction)

Structs

BilevelProblem

Bilevel problem descriptor

BilevelResult

Result of a bilevel optimization

BilevelSolverOptions

General options shared by bilevel solvers

PsoaOptions

Options for the penalty-based sequential optimization approach

ReplacementAlgorithm

Replacement algorithm for bilevel optimization.

SingleLevelReduction

KKT-based single-level reformulation of a bilevel problem.

Functions

solve_bilevel_psoa

Solve a bilevel problem using the penalty-based sequential optimization approach (PSOA).

solve_bilevel_replacement

Solve a bilevel problem using the replacement (optimal-reaction) algorithm.

solve_bilevel_single_level

Solve bilevel problem via KKT single-level reformulation.