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norbip.jl's Introduction

NORBiP: near-optimal robust bilevel optimization

This package is based on the JuMP modelling framework and defines methods for the linear-linear near-optimal robust bilevel optimization problem. See the pre-print for motivation, notation, and formulation of the model.

Usage

See the tests in test/runtests.jl for example usage of the different algorithms.

Requirements

NORBiP requires a MILP optimizer handling indicator constraints such as SCIP, Gurobi or CPLEX. Those can sadly not be tested in CI (yet).

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