Bilevel optimization

Table of Contents

• Continuous bilevel optimization
• Mixed-integer bilevel optimization
• Pessimistic bilevel optimization

Describes a collection of examples related to bilevel optimization.

Continuous bilevel optimization

Example name	Description
kleinert-kkt	Models a simple bilevel optimization problem with linear lower level and solves it with through KKT single-reformulation conditions with Gurobi and SOS1 constraints.

Mixed-integer bilevel optimization

Example name	Description
moore-bard-mibs	Models the well-known Moore and Bard (1990) example of a mixed-integer bilevel problem and solves it with the external solver MibS.

Pessimistic bilevel optimization

Example name	Description
zeng-pess	Models a pessimistic bilevel problem taken from Zeng (2025) and solves it via the KKT single-level reformulation of its optimistic equivalent reformulation.