JuMP with Pajarito/Pavito for a simple MINLP fails with solver does not support MathOptInterface.ScalarNonlinearFunction

Specific Domains Optimization (Mathematical)
3

The issue is the term sum(abs.(x)))

This comes up fairly often, e.g.: Abs in JuMP - #3 by odow

You need to reformulate sum(abs.(x))) as sum(t) where you’ve defined

@variable(vector_model, t[1:length(x)] >= 0)
@constraint(vector_model, [i=1:length(x)], x[i] <= t[i])
@constraint(vector_model, [i=1:length(x)], -t[i] <= x[i])
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