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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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transform minimize weighted sum of absolute value into a linear optimization

For example, we have an optimization problem $$ \min \sum_{i=1}^{n} |w_{i} - a_{i}| b_{i} \quad \text{s.t.} \quad \sum_{i=1}^{n} c_i w_i = 0 $$ and $a_i, b_i, c_i$ are given. How to convert it into a ...
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