pub struct SingleLevelReduction {
pub epsilon: f64,
pub kkt_penalty: f64,
pub options: BilevelSolverOptions,
}Expand description
KKT-based single-level reformulation of a bilevel problem.
Replaces the lower-level problem with its KKT optimality conditions:
∇_y f(x,y) + Σ_j μ_j ∇_y g_j(x,y) = 0 (stationarity)
μ_j ≥ 0, g_j(x,y) ≤ 0 (dual feasibility)
μ_j · g_j(x,y) = 0 (complementarity)The complementarity conditions are handled via a smooth approximation:
μ_j · (-g_j) ≤ ε (Fischer-Burmeister or simple product penalty).
Fields§
§epsilon: f64Smoothing/penalty parameter for complementarity
kkt_penalty: f64Penalty weight for KKT residual in objective
options: BilevelSolverOptionsInner solver options
Implementations§
Source§impl SingleLevelReduction
impl SingleLevelReduction
Sourcepub fn new(
epsilon: f64,
kkt_penalty: f64,
options: BilevelSolverOptions,
) -> Self
pub fn new( epsilon: f64, kkt_penalty: f64, options: BilevelSolverOptions, ) -> Self
Create with custom parameters
Sourcepub fn solve<F, G>(
&self,
problem: BilevelProblem<F, G>,
) -> OptimizeResult<BilevelResult>
pub fn solve<F, G>( &self, problem: BilevelProblem<F, G>, ) -> OptimizeResult<BilevelResult>
Solve via KKT single-level reformulation
Trait Implementations§
Auto Trait Implementations§
impl Freeze for SingleLevelReduction
impl RefUnwindSafe for SingleLevelReduction
impl Send for SingleLevelReduction
impl Sync for SingleLevelReduction
impl Unpin for SingleLevelReduction
impl UnsafeUnpin for SingleLevelReduction
impl UnwindSafe for SingleLevelReduction
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Converts
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Source§impl<SS, SP> SupersetOf<SS> for SPwhere
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The inclusion map: converts
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