再用KKT条件解双层规划问题（代码）

模型还是参考文章，直接运行就是了。

% bi-level kkt with big-M
clc,clear

M = 1e3; 

x = sdpvar(1);
y = sdpvar(1);
lambda = sdpvar(1,2);
eta = binvar(1,2);

% optimization
f = -x -2*y;
% upper constraint
constraint = [-2*x+3*y<=12, x+y <=14];
% lower constraint
constraint = [constraint, -1+sum(lambda)==0, ...
    lambda>=0, -3*x+y<=(-3), 3*x+y<=30, ...
    lambda(1)<=M*eta(1), 3*x-y-3<=M*(1-eta(1)),...
    lambda(2)<=M*eta(2), -3*x-y+30<=M*(1-eta(2))];

ops = sdpsettings('solver', 'gurobi');
solvesdp(constraint, f, ops);