Convert absolute value to linear programming
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have the generic optimization problem:
is unrestricted
How do I convert it into a linear programming problem?
Online I read something about letting equal the difference of 2 positive numbers but I could not intuitively grasp why that worked. Plus the example applied only to minimization problems where the entries are all greater than .
I'm sort of stuck
is unrestricted
How do I convert it into a linear programming problem?
Online I read something about letting equal the difference of 2 positive numbers but I could not intuitively grasp why that worked. Plus the example applied only to minimization problems where the entries are all greater than .
I'm sort of stuck
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