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Questions tagged [absolute-value]

For questions related to the absolute value function, particularly as it is modeled in optimization problems.

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18 votes
1 answer
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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 ...
Oguz Toragay's user avatar
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22 votes
3 answers
2k 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 ...
Discrete lizard's user avatar