How to define the absolute value of all elements in the matrix? using JuMP,Gurobi model = Model(Gurobi.Optimizer); model=Model(Gurobi.Optimizer) T=24 @variable(model, 2 <= a[1:T,1:3]<= 2.5, Int) @variable(model,-1<=PMT[1:T,1:3]<=20) @variable(model,0<=WES_BT[1:T,1:3]<=20) for i = 1:3 …

Have you tried sum(abs(0.3PMT[i,j]+0.3a[i,j]) for i in 1:T j in 1:3) ? I am not proficient in JuMP but the error suggests that sum should take generator instead of the abs.

I’ve tried, but it doesn’t seem right.

@odow I’m very sorry to ask you again! In JuMP, how to add absolute value to the objective function, I only know that because of the absolute value, it becomes nonlinear and needs to be used @NLobjective But how to realize the sum of matrix?

What you want is to broadcast the abs function to individual elements: sum(abs.(0.3PMT+0.3a))

I changed it according to what you said, but the error is still the same``` @NLobjective(model,Min,sum(abs.(0.3PMT+0.3a))) LoadError:sum() can appear in nonlinear expressions only if the argument is a generator statement, for example, sum(x[i] for i in 1:N).

No need for @NLobjective,you can formulate this as a linear program: using JuMP T = 24 model = Model() @variables(model, begin 2 <= a[1:T, 1:3]<= 2.5, Int 0 <= PMT[1:T, 1:3] <= 60 0 <= WES_BT[1:T, 1:3] <= 20 abs_pmt[1:T, 1:3] >= 0 end) @constraints(model, begin [i=1:3, t = 2:T],…

This transformation is so ingenious！ But I still want to ask one more question: is it not easy to realize my previous idea of using for loops in objective ？

If it is a nonlinear objective function (for example, if there is a matrix summation of the square term in the objective function), then how to realize sum () I am more curious

The Mosek modeling cookbook has lots of interesting transformations: 2 Linear optimization — MOSEK Modeling Cookbook 3.3.0

Absolute value of matrix

Specific Domains Optimization (Mathematical)

odow August 6, 2020, 1:33pm 10

As stated in the error message, you need to write @NLobjective(model, Min, sum(abs(PMT[t,i]) for t = 1:T, i=1:3)).

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Absolute value of matrix

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