L0 norm in JuMp?

Specific Domains Optimization (Mathematical)
4

I’m really new to optimization (and to Julia as well)

Hi! Yes, getting used to JuMP takes a bit of time, especially if you don’t have a background in mathematical programming.

As a general rule (with some exceptions), we don’t support arbitrary Julia functions like:

count_nonzero(x) = sum(x .!= 0)
@expression(model, expr, count_nonzero(v))

Instead, if you’re using a solver like Gurobi, you must formulate your problem as a mixed-integer linear or quadratic program using the syntax and functions provided by JuMP.

If you’re using Gurobi, and you want to use the L1-norm, then write:

model = Model()
@variable(model, x[1:4])
@variable(model, t)
@constraint(model, [t; x] in MOI.NormOneCone(length(x) + 1))
@objective(model, Min, t)
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