Questions tagged [bilevel-optimization]

For questions related to optimization problems in which one decision maker (the "leader") chooses decision variables, then a second decision maker (the "follower") chooses decision variables in response. The optimization problem is formulated from the leader's point of view and takes into account the follower's best response. Bilevel optimization is closely related to Stackelberg games.

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Integrality gap in bilevel binary linear programming problem

I have a bilevel max-min optimization problem over binary variables, with constraints expressed using linear inequalities. The inner (minimization) problem is $$ \begin{alignat}2 \min\limits_x&\...
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Is it possible (or straightforward) to define many secondary problems in bilevel programming?

I am new to bilevel programming. I was wondering whether it is possible (or straightforward) to formulate a bilevel problem in which there are many secondary-level problems? An example might be a ...