Troubleshooting

• Cbc has known bugs in its SOS1 constraints, so BilevelJuMP.SOS1Mode might

not work properly with Cbc.

• For anonymous variables with DualOf use:

@variable(Upper(model, variable_type = DualOf(my_lower_constraint)))

• Nonconvex/nonconcave/nonpsd objective/constraint error in a MIP solver.

If you are using Gurobi use:

model = BilevelModel(Gurobi.Optimizer, mode = BilevelJuMP.SOS1Mode()) #or other mode
set_optimizer_attribute(model, "NonConvex", 2)