A Benchmark for Bilevel Optimization for Julia

Test Function Suite for Bilevel Optimization.

Installation

Pkg.clone("[email protected]:jmejia8/BilevelBenchmark.jl.git")

Example

using BilevelBenchmark

# upper level
D_upper = 100
x = rand(D_upper)

# lower level
D_lower = 100
y = rand(D_lower)

# test function number
fnum = 1

# get the upper level value
F = bilevel_leader(x, y, fnum)

# get the lower level value
f = bilevel_follower(x, y, fnum)