JuMP with absolute value constraint on variables

For more information on such a formulation, you can look here:
https://docs.mosek.com/modeling-cookbook/mio.html#exact-absolute-value
Once you’ve reformulated |x| = t, just add the constraint x_{min} \leq t \leq x_{max}

See also this recent question: Absolute value, abs(), on Gurobi solver - #3 by jd-foster

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