I would like to linearize the following :


where c and r are continuous variables in [0,1] the objective function is to minimize d

I tired

d  >=c-r

d >= r - c

it doesn't seem to work properly. I get a lot of non basic values. what am i doing wrong

asked 04 Jan '18, 08:07

nardinebasta's gravatar image

accept rate: 0%

edited 06 Jan '18, 07:59

Have you tried typing "absolute value" in the search box?

(04 Jan '18, 09:34) Paul Rubin ♦♦

thank you for your reply :) yes i did but wasn't successful in finding the solution

(06 Jan '18, 08:00) nardinebasta

Maybe this will work: \[\begin{array}{l} \text{minimize} & d_1+d_2\\ \text{subject to:} \, & \left\{ \begin{array}{l} d_1-d_2+c-r=0 \\ d_1 \geq 0 \\ d_2 \geq 0 \end{array} \right. \end{array}\]

(08 Jan '18, 15:44) Slavko

I don't know what you mean by "get a lot of non-basic values". If minimizing \(d\) is the full objective function (i.e., the objective function does not contain any other variables), your two constraints should suffice.


answered 06 Jan '18, 16:14

Paul%20Rubin's gravatar image

Paul Rubin ♦♦
accept rate: 19%

If \(c=0.1\) & \(r=0.4\) then \(d=0.3\). And obviously If \(c=0.4\) & \(r=0.1\) then also \(d=0.3\). All is OK.

(09 Jan '18, 07:28) Slavko
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Asked: 04 Jan '18, 08:07

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Last updated: 09 Jan '18, 07:28

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