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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 ...
Pique's user avatar
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Reformulations for a linear program with absolute values in the objective function

I am looking for suggestions on improving the formulation of the following problem: $\max_{\vec{x} \in \mathbb{R}^{2^n}} \sum_{i=1}^{2^n}\lvert x_i \rvert$ such that $\vec{x}$ is in the feasible ...
jtamiyo's user avatar
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