$$ argmin(x,y)=x^2+y^2+2y $$
$$ s.t.\ \ y=|x-10| $$
How can I convert the absolute value constraint to the constraint matrix (GX<=h, AX=b) in cvxopt?
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$\begingroup$ Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. $\endgroup$Community– Community Bot2022-01-24 14:47:53 +00:00Commented Jan 24, 2022 at 14:47
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1$\begingroup$ I think that you can replace your equality constraint by two inequality constraints. $\endgroup$nicoguaro– nicoguaro ♦2022-01-24 15:47:51 +00:00Commented Jan 24, 2022 at 15:47
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1$\begingroup$ Are you aware of standard techniques for dealing with absolute values in the objective of what would otherwise be an LP? Can you see why the $y^{2}$ term is easy to deal with? $\endgroup$Brian Borchers– Brian Borchers2022-01-25 04:52:50 +00:00Commented Jan 25, 2022 at 4:52
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