Reading and Writing Bilevel Instances (BOBILib)

BOBILib is a library of instances for bilevel optimization problems. In this tutorial, we will show how to read and write bilevel instances in the format which is used by BOBILib. The advantage is twofold. First, we can easily access a large number of bilevel instances. Second, we can easily share our bilevel instances with others.

Let’s get started!

The Format

The instances in BOBILib are stored in two files:

• An .mps or .lp file containing the high-point relaxation of the bilevel problem,

• An .aux file containing the description of the lower-level problem.

For more details, we refer to the report [12].

Implementation

Reading Instances

Reading a BOBILib instance is straightforward. We can use the Bilevel::read_from_file function. However, it requires an underlying solver to parse the .mps file. Here, we will use Gurobi.

Env env;
auto [model, description] =
    Bilevel::read_from_file<Gurobi>(env, aux_filename);

The function returns a pair made by the high-point relaxation model and the description of the lower-level problem.

Writing Instances

Assume that you have a bilevel model model and a description description for the lower-level problem. Writing this problem to file can be done by a single call to Bilevel::write_to_file. Here, no external solver is necessary.

/*
    the following creates two files:
    - instance-filename.mps
    - instance-filename.aux
*/
Bilevel::write_to_file(model, description, "instance-filename");