Rahul Mitra

Thank you! This was really helpful!  Rahul

Hi Jaromil, I think your comments regarding the non-convexity and pre-solve make sense. They are not the exact same model, as one of them is an L-1 norm minimization and the other is a L-2 norm min...

Hi Jaromil, Sure thing, it's hard for me to share a small example as when the model is small, they both perform the same, as expected. It's when the model scales that I really notice the difference...

Hi Jaromil,  Thanks for your response. I solved the issue by using auxiliary constraints. In particular, I set model.addConstr(diff_1 == mvar_a - mvar_b) and then, in my objective, I minimize  diff...