$title Princeton Bilevel Optimization Example 9.1.4 (FLDS914,SEQ=30) $ontext Test problem 9.2.5 in Handbook of Test Problems in Local and Global Optimization Test problem 9.1.4 on http://titan.princeton.edu/TestProblems/chapter9.html References: Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999. Contributor: Alex Meeraus and Jan-H. Jagla, December 2009 $offtext *Solution of problem 9.1.2 on the web scalar x_l / 19 / y_l / 14 / tol / 1e-6 /; variables z; positive variable x, y; equations ob, c2, c3, c4; ob.. x - 4*y =e= z; c2.. - 2*x + y =l= 0; c3.. 2*x + 5*y =l= 108; c4.. 2*x - 3*y =l= -4; model bilevel / all /; $echo bilevel x min y c2 c3 c4 > "%emp.info%" *Start from reported solution x.l = x_l; y.l = y_l; solve bilevel using EMP minimizing z; abort$( (abs(x.l - x_l) > tol) or (abs(y.l - y_l) > tol) ) 'Deviated from reported solution';