Hi all, is there a way to use absolute value e.g. abs(x) with JuMP/Gurobi? It seems like Gurobi supports it (see: https://www.gurobi.com/documentation/9.1/refman/py_abs_.html ), but abs(x) is linked with a NLconstraint which is not compatible with Gurobi Solver. Is there a way to bypass it? Any com…

Try this: using JuMP, Gurobi m = Model(Gurobi.Optimizer) @variable(m, x) @constraint(m, x <= 5) @constraint(m, - x <= 5) @objective(m, Min, x) JuMP.optimize!(m) @show JuMP.termination_status(m) @show value.(x) or use a function function add_abs_constraint(model::JuMP.Model, expr::GenericAffExpr…

Absolute value, abs(), on Gurobi solver

Specific Domains Optimization (Mathematical)

SingingKim September 21, 2021, 12:49pm 4

Thank you for providing this! This helps a lot.

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Absolute value, abs(), on Gurobi solver

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