Three state variable

I think Ipopt does not guarantee optimal solutions, and abs is not a valid function to call over a JuMP variable. It seems to me that you should look on Quadratic or NonLinear formulations. Usual Mixed-Integer Linear Programming does not support multiplying one variable by another. You may need to use special macros, as pointed out here.

EDIT: And, as usual, I forget: Welcome to our community! :sweat_smile: :confetti_ball:

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