[SCIP] bilevel programming in SCIP

[Enrico Tesio]

Dear all,

 

Thanks everybody for the great contribution that SCIP is.

I was wondering if bilevel programming is supported in SCIP (and how?). 

 

I have a LP problem (call it problem A) which I would like to "nest" into a
bilevel problem, where the upper problem would contain the Lagrange
multipliers associated to some of the constraints in problem A.

Can anything similar be achieved in the context of SCIP?

 

Thanks a lot for any support

 

Enrico

 

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