Questions tagged [absolute-value]
For questions related to the absolute value function, particularly as it is modeled in optimization problems.
3
questions
6
votes
1answer
94 views
Linearizing objective function with absolute differences
I want to turn this objective function
$$\max \sum_{i=1}^{N-1} \sum_{j=i+1}^N |TX_i^T - TX_j^T|$$
where $T$ is just a vector with increasing integers (e.g $[1 \ 2]$) and $X_i$ is a vector ...
19
votes
3answers
501 views
How to minimize an absolute value in the objective of an LP?
I want to solve the following optimization problem
$$\begin{array}{ll} \text{minimize} & | c^\top x |\\ \text{subject to} & A x \leq b\end{array}$$
Without the absolute value, this a ...
16
votes
1answer
640 views
Working with absolute values in constraint in a LP or MILP
Having all the approaches explained in the blog called "OR in an OB World" (this address) in my mind, I would like to ask the following question:
What is the best practice to make a constraint linear ...
