Christian Sprecher

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  • Abs value constraint for MLinExpr

    Answered

    I am trying to Minimize the following function using the Python API of Gurobi 9.0.0 min ||A*x||_1 - ||B*x||_1 for x in [-1,1]^n This cost function is not convex and thererfore not as easy to comput...

    Christian Sprecher 4 followers 3 comments 0 votes