joaquimg

using JuMP, BilevelJuMP

model = BilevelModel()

NLL = 3 # number of lower level (LL) models
GLL = [4, 5, 6] # generators in each lower level

@variable(Upper(model), 0 <= q[i in 1:NLL] <= 100)

# arbitrary upper constraint

joaquimg

NAME          
OBJSENSE MIN
ROWS
 N  OBJ
 L  c1_2
 L  c2_2
 L  c3_2
 L  c4_2
 L  c5_2
 L  c6_2

joaquimg

#=
(soi) pkg> st
    Status `~/soi/Project.toml`
  [0a46da34] CSDP v0.5.0 #bl/moiv0.9 (https://github.com/JuliaOpt/CSDP.jl.git)
  [b8f27783] MathOptInterface v0.9.0 #master (https://github.com/JuliaOpt/MathOptInterface.jl.git)
  [f0680fed] SemidefiniteOptInterface v0.6.0 #bl/moiv0.9 (https://github.com/JuliaOpt/SemidefiniteOptInterface.jl.git)
=#

using LinearAlgebra
using MathOptInterface

joaquimg

using JuMP
using GLPK
using ParameterJuMP
using TimerOutputs

#= 
    add parameters
=#
function add_parameters(model, N)
    x = Parameters(model, 4.0*ones(N))

joaquimg

Main

CplexSolver
cpx_setparam
cpx_setlogfile
cpx_getprobtype

Constraints

cpx_chgbds

joaquimg

using Xpress
Solver = Xpress

using BenchmarkTools

BenchmarkTools.DEFAULT_PARAMETERS.samples = 100

const nvars = 1000
const ncons = 1000

joaquimg

using Xpress
Solver = Xpress

using BenchmarkTools

BenchmarkTools.DEFAULT_PARAMETERS.samples = 100

m1 = Solver.Model()
function add1000vars1(m)

joaquimg

using JuMP

m = Model()

# Variables section
@variable(m, x[1:10] >= 0)
@variable(m, y[1:10] >= 0)
@variable(m, z >= 0)

# Constraints section

joaquimg

using JuMP
using Gurobi

# define type to hold cutting planes info
# ---------------------------------------
type cuts
    RHS::Vector{Vector{Float64}}
    Coeff::Vector{Vector{Float64}}
    n::Int