Adding the sum of absolute values must be equal to 1 as a Constr with a linear solver
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I have a big problem with Constr.
i was:
$$min sum sigma_{x_i}$$
$$s.t sum x_i = 1, where space space0<= x_i<=1$$
and now I need that problem to be:
$$min sum sigma_{x_i}$$
$$s.t sum |x_i| = 1, where -1<= x_i<=1$$
how to transform that absolute value constraint in a linear constraint?
linear-programming constraints operations-research
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
$endgroup$
add a comment |
$begingroup$
I have a big problem with Constr.
i was:
$$min sum sigma_{x_i}$$
$$s.t sum x_i = 1, where space space0<= x_i<=1$$
and now I need that problem to be:
$$min sum sigma_{x_i}$$
$$s.t sum |x_i| = 1, where -1<= x_i<=1$$
how to transform that absolute value constraint in a linear constraint?
linear-programming constraints operations-research
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
$endgroup$
1
$begingroup$
add binary variables to model a piecewise linear function
$endgroup$
– LinAlg
Dec 23 '18 at 1:00
add a comment |
$begingroup$
I have a big problem with Constr.
i was:
$$min sum sigma_{x_i}$$
$$s.t sum x_i = 1, where space space0<= x_i<=1$$
and now I need that problem to be:
$$min sum sigma_{x_i}$$
$$s.t sum |x_i| = 1, where -1<= x_i<=1$$
how to transform that absolute value constraint in a linear constraint?
linear-programming constraints operations-research
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
$endgroup$
I have a big problem with Constr.
i was:
$$min sum sigma_{x_i}$$
$$s.t sum x_i = 1, where space space0<= x_i<=1$$
and now I need that problem to be:
$$min sum sigma_{x_i}$$
$$s.t sum |x_i| = 1, where -1<= x_i<=1$$
how to transform that absolute value constraint in a linear constraint?
linear-programming constraints operations-research
linear-programming constraints operations-research
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
asked Dec 22 '18 at 23:05
Thomas LeickThomas Leick
62
62
1
$begingroup$
add binary variables to model a piecewise linear function
$endgroup$
– LinAlg
Dec 23 '18 at 1:00
add a comment |
1
$begingroup$
add binary variables to model a piecewise linear function
$endgroup$
– LinAlg
Dec 23 '18 at 1:00
1
1
$begingroup$
add binary variables to model a piecewise linear function
$endgroup$
– LinAlg
Dec 23 '18 at 1:00
$begingroup$
add binary variables to model a piecewise linear function
$endgroup$
– LinAlg
Dec 23 '18 at 1:00
add a comment |
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$begingroup$
add binary variables to model a piecewise linear function
$endgroup$
– LinAlg
Dec 23 '18 at 1:00