I am trying to implement a bilevel optimization program using Python-based package for Adversarial Optimization (PAO), which is based on Pyomo. Here I have a mixed-integer master problem and two subproblems each with a non-linear constraint.
However, in the pao documentation I could not find any help how to solve this model. There only seems to be examples of linear subproblems.
Has anyone done this yet, and if so, is there any documentation on it?