Solving Bilevel problem with EMP

GAMS
1

Hi there,

I’m trying to solve a bi-level model directly with the EMP GAMS functionality, but I’m getting the following error multiples times in the *.lst file:

“JAMS Equation XXX dual column will be empty. Abort!
*** JAMS Equation XXX contains only variables being part of DualVar mappings”

The model is quite long, but the basic idea is to solve a bi-level problem in which the upper level problem will use some of the dual variables of the lower level problem in the objective. The form is:

min upper_objective =E= f(lower_level_vars,lambda)
subject to {upper_level_constraints}
min lower_objective =E= g(lower_level_vars,upper_level_vars)
{lower_level_constraints} - lambda

I’ve created the emp.info file using the following structure:

$onecho “%emp.info%”
Bilevel upper_objective {upper_level_vars}
MIN lower_objective * {lower_level_constraints}
Dualvar lambda constraint
$offecho

Any idea of what is going on?

Best regards,

Ángel Paredes.

P.S.: It’s my first topic, but I’ve been following this forum during a couple of years, thanks for all the help.

2

Hi Ángel,

Any chance you can post your model? Or a small version of it, like a minimal working example (MWE)?

My guess is that in the upper level problem, your model have an equation involving only dual variables (lambda in your case).
Is this correct? And is this equation affected to the upper-level problem? What does this equation represents?