blvpy 0.1.0__tar.gz

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blvpy-0.1.0/.gitignore ADDED
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+ # Python
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+ __pycache__/
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+ *.py[cod]
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+ *.egg-info/
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+ dist/
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+ build/
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+
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+ # uv / virtual environments
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+ .venv/
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+ .python-version
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+
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+ # Test and analysis caches
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+ .pytest_cache/
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+ .ruff_cache/
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+ .mypy_cache/
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+ .coverage
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+ htmlcov/
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+ docs/_build/
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+
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+ # Generated Marimo outputs and session state
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+ examples/figures/
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+ examples/__marimo__/
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+
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+ # Editors and operating systems
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+ .DS_Store
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+ .idea/
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+ .vscode/
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+ *.swp
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+ *~
blvpy-0.1.0/LICENSE ADDED
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blvpy-0.1.0/PKG-INFO ADDED
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+ Metadata-Version: 2.5
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+ Name: blvpy
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+ Version: 0.1.0
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+ Summary: A Python package for disciplined bilevel programming.
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+ Project-URL: Repository, https://github.com/dxogrp/blvpy
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+ Project-URL: Documentation, https://dxogrp.github.io/blvpy/
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+ Author-email: Hao Zhu <zhuh@cs.uni-freiburg.de>
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+ License-Expression: Apache-2.0
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+ License-File: LICENSE
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+ Keywords: CVXPY,bilevel optimization,convex optimization,disciplined nonlinear programming,disciplined parametrized programming
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+ Requires-Python: >=3.12
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+ Requires-Dist: cvxpy>=1.9
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+ Requires-Dist: cyipopt>=1.6
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+ Requires-Dist: numpy>=2.0
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+ Requires-Dist: scipy>=1.13
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+ Description-Content-Type: text/markdown
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+
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+ # BLVPY: Disciplined Bilevel Programming
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+
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+ BLVPY is a [CVXPY](https://www.cvxpy.org/) extension for modeling and locally solving optimistic bilevel optimization problems.
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+ A bilevel problem contains an optimization problem inside another optimization problem, i.e.,
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+
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+ $$
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+ \begin{array}{ll}
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+ \text{minimize} & F_0(x, y)\\
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+ \text{subject to} & F_i(x, y) \leq 0, \quad i = 1, \ldots, m\\
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+ & y \in S(x),
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+ \end{array}
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+ $$
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+
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+ where $x \in \mathbf{R}^n$ contains the upper variables and $y \in \mathbf{R}^k$ contains lower variables constrained to belong to the set $S(x)$.
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+ For a fixed $x \in \mathbf{R}^n$, the constraint set $S(x)$ is defined as the solution set of the following lower problem:
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+
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+ $$
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+ \begin{array}{rl}
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+ S(x) = \mathop{\rm argmin}_z & f_0(x, z)\\
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+ \text{subject to} & f_i(x, z) \leq 0, \quad i = 1, \ldots, p.
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+ \end{array}
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+ $$
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+
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+ We say a bilevel problem is *disciplined bilevel programming* (DBP) compatible if it satisfies the following conditions:
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+
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+ * The objective and constraint functions $F_i \colon \mathbf{R}^n \times \mathbf{R}^k \to \mathbf{R}$ for $i = 0, 1, \ldots, m$ of the upper problem are [DNLP](https://www.cvxpy.org/tutorial/dnlp/index.html)-compatible with variables $x \in \mathbf{R}^n$ and $y \in \mathbf{R}^k$.
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+ * The objective and constraint functions $f_i \colon \mathbf{R}^n \times \mathbf{R}^k \to \mathbf{R}$ for $i = 0, 1, \ldots, p$ of the lower problem are [DPP](https://www.cvxpy.org/tutorial/dpp/index.html)-compatible with variable $z \in \mathbf{R}^k$ (or $y \in \mathbf{R}^k$), so that the lower problem is a disciplined convex program, parameterized by $x \in \mathbf{R}^n$.
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+
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+ BLVPY supports the modeling and solving of DBP-compliant problems and uses *optimistic semantics*, i.e., when the lower problem has multiple minimizers, the upper problem may select the one most favorable to its objective.
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+
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+ ## Basic idea
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+
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+ BLVPY treats the upper variable $x$ as a parameter of the convex lower problem.
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+ When that lower problem satisfies DPP, BLVPY uses the CVXPY canonicalization backend to canonicalize the parameterized lower problem family into a cone program whose data depend affinely on $x$.
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+
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+ BLVPY expresses optimality of the canonicalized lower problem through primal feasibility, dual feasibility, and the relaxed conic gap condition $s^T \lambda \leq \epsilon$.
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+ This produces a single-level problem, which BLVPY solves through CVXPY's nonlinear interface while warm-starting a sequence of problems with progressively smaller values of $\epsilon \to 0$.
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+
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+ ## Installation
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+
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+ BLVPY requires:
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+
60
+ * Python 3.12 or newer;
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+ * CVXPY 1.9 or newer; and
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+ * a native [IPOPT](https://coin-or.github.io/Ipopt/INSTALL.html) installation.
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+
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+ Install the native IPOPT library first following the [installation guide](https://coin-or.github.io/Ipopt/INSTALL.html).
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+ Then install BLVPY from PyPI:
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+
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+ ```shell
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+ pip install blvpy
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+ ```
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+
71
+ CVXPY also exposes DNLP paths for KNITRO, UNO, and COPT; these solvers may be selected in BLVPY after proper installation, but are not tested officially.
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+ The required default (and recommended) nonlinear solver is IPOPT, which is free and open-source.
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+ [Clarabel](https://clarabel.org/stable/) is the default backend conic solver.
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+
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+ ### Development setup
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+
77
+ BLVPY manages its development environment with [uv](https://docs.astral.sh/uv/).
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+ Before setting up the repository, you should install uv and IPOPT.
79
+
80
+ 1. Clone the repository:
81
+
82
+ ```shell
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+ git clone https://github.com/dxogrp/blvpy.git
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+ cd blvpy
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+ ```
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+
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+ 2. Create the virtual environment and install the locked development
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+ dependencies:
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+
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+ ```shell
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+ make sync
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+ ```
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+
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+ Run `make test` and `make lint` before contributing changes.
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+
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+ ## Quick start
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+
98
+ The following example models the bilevel problem
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+
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+ $$
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+ \begin{array}{ll}
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+ \text{minimize} & (x-1)^2+(y+1)^2 \\
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+ \text{subject to} & x\geq -1, \\
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+ & y\in\mathop{\mathrm{argmin}}_z (z-x)^2
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+ \end{array}
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+ $$
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+
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+ with variables $x, y \in \mathbf{R}$.
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+
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+ ```python
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+ import cvxpy as cp
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+ import blvpy as bp
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+
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+ # Use ordinary CVXPY variables in expressions at both levels.
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+ # Here, x is controlled by the upper problem and y by the lower problem.
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+ x = cp.Variable(name="x")
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+ y = cp.Variable(name="y")
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+
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+ # Define the convex lower problem. Listing x in parameters means that x is
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+ # held fixed whenever the lower problem is solved.
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+ lower = bp.LowerProblem(
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+ cp.Minimize(cp.square(y - x)),
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+ parameters=[x],
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+ )
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+
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+ # Define the upper objective and its constraints. The variable y is
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+ # shared with the lower problem, giving the upper problem access to its response.
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+ problem = bp.BilevelProblem(
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+ cp.Minimize(cp.square(x - 1.0) + cp.square(y + 1.0)),
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+ lower,
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+ upper_constraints=[x >= -1.0],
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+ )
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+
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+ # Check that BLVPY can construct its supported single-level reformulation.
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+ assert problem.is_dbp()
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+ problem.validate()
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+
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+ # Solve the problem.
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+ result = problem.solve()
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+
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+ # Optionally perform one additional lower solve for detailed gap diagnostics.
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+ diagnostics = problem.gap_diagnostics(result)
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+ ```
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+
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+ Every variable in `LowerProblem.parameters` is an upper-level variable and is replaced internally by a CVXPY parameter in the lower problem.
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+ Unlisted lower variables remain the original CVXPY objects, so the upper objective can use the returned lower solution directly.
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+
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+ ## Examples
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+
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+ The [`examples`](examples) directory contains several [Marimo](https://marimo.io/) notebooks for demonstrating the use of BLVPY.
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+ Run
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+
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+ ```shell
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+ make marimo
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+ ```
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+
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+ to install Marimo and open the notebooks in your browser.
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+
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+ ## Documentation
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+
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+ The complete user guide and API reference are available at [this page](https://dxogrp.github.io/blvpy/).
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+ To build and preview the Sphinx documentation locally, run:
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+
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+ ```shell
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+ make docs
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+ ```
167
+
168
+ ## License
169
+
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+ BLVPY is licensed under the [Apache License 2.0](LICENSE).
blvpy-0.1.0/README.md ADDED
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1
+ # BLVPY: Disciplined Bilevel Programming
2
+
3
+ BLVPY is a [CVXPY](https://www.cvxpy.org/) extension for modeling and locally solving optimistic bilevel optimization problems.
4
+ A bilevel problem contains an optimization problem inside another optimization problem, i.e.,
5
+
6
+ $$
7
+ \begin{array}{ll}
8
+ \text{minimize} & F_0(x, y)\\
9
+ \text{subject to} & F_i(x, y) \leq 0, \quad i = 1, \ldots, m\\
10
+ & y \in S(x),
11
+ \end{array}
12
+ $$
13
+
14
+ where $x \in \mathbf{R}^n$ contains the upper variables and $y \in \mathbf{R}^k$ contains lower variables constrained to belong to the set $S(x)$.
15
+ For a fixed $x \in \mathbf{R}^n$, the constraint set $S(x)$ is defined as the solution set of the following lower problem:
16
+
17
+ $$
18
+ \begin{array}{rl}
19
+ S(x) = \mathop{\rm argmin}_z & f_0(x, z)\\
20
+ \text{subject to} & f_i(x, z) \leq 0, \quad i = 1, \ldots, p.
21
+ \end{array}
22
+ $$
23
+
24
+ We say a bilevel problem is *disciplined bilevel programming* (DBP) compatible if it satisfies the following conditions:
25
+
26
+ * The objective and constraint functions $F_i \colon \mathbf{R}^n \times \mathbf{R}^k \to \mathbf{R}$ for $i = 0, 1, \ldots, m$ of the upper problem are [DNLP](https://www.cvxpy.org/tutorial/dnlp/index.html)-compatible with variables $x \in \mathbf{R}^n$ and $y \in \mathbf{R}^k$.
27
+ * The objective and constraint functions $f_i \colon \mathbf{R}^n \times \mathbf{R}^k \to \mathbf{R}$ for $i = 0, 1, \ldots, p$ of the lower problem are [DPP](https://www.cvxpy.org/tutorial/dpp/index.html)-compatible with variable $z \in \mathbf{R}^k$ (or $y \in \mathbf{R}^k$), so that the lower problem is a disciplined convex program, parameterized by $x \in \mathbf{R}^n$.
28
+
29
+ BLVPY supports the modeling and solving of DBP-compliant problems and uses *optimistic semantics*, i.e., when the lower problem has multiple minimizers, the upper problem may select the one most favorable to its objective.
30
+
31
+ ## Basic idea
32
+
33
+ BLVPY treats the upper variable $x$ as a parameter of the convex lower problem.
34
+ When that lower problem satisfies DPP, BLVPY uses the CVXPY canonicalization backend to canonicalize the parameterized lower problem family into a cone program whose data depend affinely on $x$.
35
+
36
+ BLVPY expresses optimality of the canonicalized lower problem through primal feasibility, dual feasibility, and the relaxed conic gap condition $s^T \lambda \leq \epsilon$.
37
+ This produces a single-level problem, which BLVPY solves through CVXPY's nonlinear interface while warm-starting a sequence of problems with progressively smaller values of $\epsilon \to 0$.
38
+
39
+ ## Installation
40
+
41
+ BLVPY requires:
42
+
43
+ * Python 3.12 or newer;
44
+ * CVXPY 1.9 or newer; and
45
+ * a native [IPOPT](https://coin-or.github.io/Ipopt/INSTALL.html) installation.
46
+
47
+ Install the native IPOPT library first following the [installation guide](https://coin-or.github.io/Ipopt/INSTALL.html).
48
+ Then install BLVPY from PyPI:
49
+
50
+ ```shell
51
+ pip install blvpy
52
+ ```
53
+
54
+ CVXPY also exposes DNLP paths for KNITRO, UNO, and COPT; these solvers may be selected in BLVPY after proper installation, but are not tested officially.
55
+ The required default (and recommended) nonlinear solver is IPOPT, which is free and open-source.
56
+ [Clarabel](https://clarabel.org/stable/) is the default backend conic solver.
57
+
58
+ ### Development setup
59
+
60
+ BLVPY manages its development environment with [uv](https://docs.astral.sh/uv/).
61
+ Before setting up the repository, you should install uv and IPOPT.
62
+
63
+ 1. Clone the repository:
64
+
65
+ ```shell
66
+ git clone https://github.com/dxogrp/blvpy.git
67
+ cd blvpy
68
+ ```
69
+
70
+ 2. Create the virtual environment and install the locked development
71
+ dependencies:
72
+
73
+ ```shell
74
+ make sync
75
+ ```
76
+
77
+ Run `make test` and `make lint` before contributing changes.
78
+
79
+ ## Quick start
80
+
81
+ The following example models the bilevel problem
82
+
83
+ $$
84
+ \begin{array}{ll}
85
+ \text{minimize} & (x-1)^2+(y+1)^2 \\
86
+ \text{subject to} & x\geq -1, \\
87
+ & y\in\mathop{\mathrm{argmin}}_z (z-x)^2
88
+ \end{array}
89
+ $$
90
+
91
+ with variables $x, y \in \mathbf{R}$.
92
+
93
+ ```python
94
+ import cvxpy as cp
95
+ import blvpy as bp
96
+
97
+ # Use ordinary CVXPY variables in expressions at both levels.
98
+ # Here, x is controlled by the upper problem and y by the lower problem.
99
+ x = cp.Variable(name="x")
100
+ y = cp.Variable(name="y")
101
+
102
+ # Define the convex lower problem. Listing x in parameters means that x is
103
+ # held fixed whenever the lower problem is solved.
104
+ lower = bp.LowerProblem(
105
+ cp.Minimize(cp.square(y - x)),
106
+ parameters=[x],
107
+ )
108
+
109
+ # Define the upper objective and its constraints. The variable y is
110
+ # shared with the lower problem, giving the upper problem access to its response.
111
+ problem = bp.BilevelProblem(
112
+ cp.Minimize(cp.square(x - 1.0) + cp.square(y + 1.0)),
113
+ lower,
114
+ upper_constraints=[x >= -1.0],
115
+ )
116
+
117
+ # Check that BLVPY can construct its supported single-level reformulation.
118
+ assert problem.is_dbp()
119
+ problem.validate()
120
+
121
+ # Solve the problem.
122
+ result = problem.solve()
123
+
124
+ # Optionally perform one additional lower solve for detailed gap diagnostics.
125
+ diagnostics = problem.gap_diagnostics(result)
126
+ ```
127
+
128
+ Every variable in `LowerProblem.parameters` is an upper-level variable and is replaced internally by a CVXPY parameter in the lower problem.
129
+ Unlisted lower variables remain the original CVXPY objects, so the upper objective can use the returned lower solution directly.
130
+
131
+ ## Examples
132
+
133
+ The [`examples`](examples) directory contains several [Marimo](https://marimo.io/) notebooks for demonstrating the use of BLVPY.
134
+ Run
135
+
136
+ ```shell
137
+ make marimo
138
+ ```
139
+
140
+ to install Marimo and open the notebooks in your browser.
141
+
142
+ ## Documentation
143
+
144
+ The complete user guide and API reference are available at [this page](https://dxogrp.github.io/blvpy/).
145
+ To build and preview the Sphinx documentation locally, run:
146
+
147
+ ```shell
148
+ make docs
149
+ ```
150
+
151
+ ## License
152
+
153
+ BLVPY is licensed under the [Apache License 2.0](LICENSE).
@@ -0,0 +1,65 @@
1
+ [project]
2
+ name = "blvpy"
3
+ version = "0.1.0"
4
+ description = "A Python package for disciplined bilevel programming."
5
+ readme = "README.md"
6
+ license = "Apache-2.0"
7
+ authors = [
8
+ { name = "Hao Zhu", email = "zhuh@cs.uni-freiburg.de" },
9
+ ]
10
+ keywords = [
11
+ "bilevel optimization",
12
+ "convex optimization",
13
+ "disciplined parametrized programming",
14
+ "disciplined nonlinear programming",
15
+ "CVXPY",
16
+ ]
17
+ requires-python = ">=3.12"
18
+ dependencies = [
19
+ "cyipopt>=1.6",
20
+ "cvxpy>=1.9",
21
+ "numpy>=2.0",
22
+ "scipy>=1.13",
23
+ ]
24
+
25
+ [project.urls]
26
+ Repository = "https://github.com/dxogrp/blvpy"
27
+ Documentation = "https://dxogrp.github.io/blvpy/"
28
+
29
+ [build-system]
30
+ requires = ["hatchling"]
31
+ build-backend = "hatchling.build"
32
+
33
+ [tool.hatch.build.targets.wheel]
34
+ packages = ["src/blvpy"]
35
+
36
+ [tool.hatch.build.targets.sdist]
37
+ only-include = [
38
+ "src/blvpy",
39
+ "README.md",
40
+ "LICENSE",
41
+ "pyproject.toml",
42
+ ]
43
+
44
+ [dependency-groups]
45
+ dev = [
46
+ "packaging>=25",
47
+ "pytest>=8.4",
48
+ "ruff>=0.12",
49
+ ]
50
+ examples = [
51
+ "marimo>=0.23",
52
+ "matplotlib>=3.9",
53
+ ]
54
+ docs = [
55
+ "alabaster>=1,<2",
56
+ "myst-parser>=5.1,<6",
57
+ "sphinx>=9.1,<10",
58
+ ]
59
+
60
+ [tool.ruff]
61
+ line-length = 120
62
+ target-version = "py312"
63
+
64
+ [tool.ruff.lint]
65
+ select = ["E", "F", "I"]
@@ -0,0 +1,58 @@
1
+ """BLVPY: disciplined optimistic bilevel optimization with CVXPY."""
2
+
3
+ from importlib.metadata import version as _distribution_version
4
+
5
+ from .canonicalization import (
6
+ AffineRecoveryMap,
7
+ CanonicalData,
8
+ CanonicalExpressions,
9
+ CanonicalLowerProblem,
10
+ ParameterSpec,
11
+ RecoverySpec,
12
+ )
13
+ from .cones import ConeBlock, ConeLayout
14
+ from .errors import (
15
+ ApproximateCanonicalizationError,
16
+ BilevelError,
17
+ CanonicalizationError,
18
+ InitializationError,
19
+ ParameterMappingError,
20
+ SolveError,
21
+ SolverUnavailableError,
22
+ UnsupportedConeError,
23
+ UnsupportedModelError,
24
+ ValidationError,
25
+ )
26
+ from .lower_problem import LowerProblem
27
+ from .problem import BilevelProblem
28
+ from .result import BilevelResult, GapDiagnostics, IterationRecord, Residuals, RunRecord
29
+
30
+ __all__ = [
31
+ "ApproximateCanonicalizationError",
32
+ "AffineRecoveryMap",
33
+ "BilevelError",
34
+ "BilevelProblem",
35
+ "BilevelResult",
36
+ "CanonicalData",
37
+ "CanonicalExpressions",
38
+ "CanonicalLowerProblem",
39
+ "CanonicalizationError",
40
+ "ConeBlock",
41
+ "ConeLayout",
42
+ "GapDiagnostics",
43
+ "InitializationError",
44
+ "IterationRecord",
45
+ "LowerProblem",
46
+ "ParameterMappingError",
47
+ "ParameterSpec",
48
+ "RecoverySpec",
49
+ "Residuals",
50
+ "RunRecord",
51
+ "SolveError",
52
+ "SolverUnavailableError",
53
+ "UnsupportedConeError",
54
+ "UnsupportedModelError",
55
+ "ValidationError",
56
+ ]
57
+
58
+ __version__ = _distribution_version("blvpy")