Which solver is suitable for bilevel problems, CPLEX or Gurobi?

Question

I am trying to model a bi-level problem using a solver.

I wonder about CPLEX and Gurobi: which one is the best choice? Based on my research, there is no important difference between these two, or am I wrong?

Answer 1

You can easily find benchmark tests that compare CPLEX and Gurobi Some of those benchmarks argue that CPLEX is better than Gurobi, while others affirm that Gurobi has a better performance than CPLEX.

Therefore, we can conclude that both solvers have similar performances when solving Mixed-Integer Linear Programming problems (as is the case of your bilevel optimization problem), see e.g. 1, 2, 3.

You may choose your solver based on:

1. Previous experience with the solver
2. License availability (both solvers have a free academical license)
3. Solver documentation.
   • Both solvers are well-documented.
     • CPLEX user guide
     • Gurobi documentation
4. Community (to help you with questions related to the solver usage)
   • A good metric is the number of questions related to CPLEX and Gurobi here on Stack Overflow (from October 15):
     • CPLEX: 896 questions
     • Gurobi: 438 questions