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Well, as @Matteo Fischetti has said in the comments to your question, your case of multiple "easy" secondary level problems is definitely more tractible than multiple levels. Even in a continuous linear case, you go one level higher in the polynomial hierarchy as you increase the number of levels [1]. But having multiple "easy" problems is not a complete ...


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Some tools provide facilities for specifying and solving bilevel optimization problems. GAMS and Pyomo come to mind. See e.g. Modeling Bilevel Programs in Pyomo. Otherwise, a standard approach for continuous bilevel problems is to formulate the first-order (or KKT) conditions for the inner problem and add these as constraints to the outer problem. Integer ...


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Following is a possible way of its implementation: First, you define a function that takes an OD matrix, solves the GUROBI model, and returns the optimal locations. FUNCTION OPTIMAL_LOCATION(OD): // This part will prepare the gurobi model and change the parameters related to OD matrix // Solve the model and return locations END FUNCTION ...


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