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

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Muhieddine Shebaro

2024年02月12日 11:13

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I have been trying to model an Mixed Integer Linear Programming problem in Gurobi and I avoided abs_() because I had doubts whether it can make my model non-linear. I researched this online where some say abs_() is non-linear and some others say it does not since Gurobi internally transforms it into a set of linear functions. I already successfully modeled my problem without abs_() just to be in the safe zone, but I just need to know this. Thanks in advance.

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• General Constraints

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  Riley Clement

  • Gurobi Staff

  2024年02月14日 13:04 編集済み

  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

   

   

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