Dear All
I am requested to solve the following using deterministic global optimization solver BARON or Couenne in GAMS using, and I have no idea how to do it. Please help
min |x1|+2|x2|-|x3|
st
x1+x2-x3 <= 10
x1-3x2+2x3=12
Hi
A simple search for “optimization absolute value” gives you as first hit https://math.stackexchange.com/questions/2156439/how-to-minimize-a-sum-of-absolute-values-using-linear-programming.
Hope this helps
Cheers
Renger