BARON/Couenne problem

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egymost
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BARON/Couenne problem

Post by egymost » 10 months ago

Dear All

I am requested to solve the following using deterministic global optimization solver BARON or Couenne in GAMS using, and I have no idea how to do it. Please help

min |x1|+2|x2|-|x3|
st
x1+x2-x3 <= 10
x1-3x2+2x3=12

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Renger
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Re: BARON/Couenne problem

Post by Renger » 10 months ago

Hi
A simple search for "optimization absolute value" gives you as first hit https://math.stackexchange.com/question ... rogramming.
Hope this helps
Cheers
Renger
____________________________________
Enjoy modeling even more: The lazy economist

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