Skip to main content

Is abs_() in Gurobi linear or non-linear?



1 comment

  • Riley Clement
    Gurobi Staff Gurobi Staff

    Hi Muhieddine,

    The absolute value function |x| is non-linear, in the general sense.  In Gurobi we linearize this by introducing extra variables and constraints.  If your model was an LP, you can expect (most of the time) that adding an absolute value constraint will make it a MIP.  If you are interested check out the video Advanced Modelling where my colleague Matthias discussed the linearization (around the 20 minute mark).

    - Riley




Please sign in to leave a comment.