Optimization with absolute values is a special case of linear programming in which a problem made nonlinear due to the presence of absolute values is solved using linear programming methods. Absolute value functions themselves are very difficult to perform standard optimization procedures on. They are not continuously differentiable functions, are nonlinear, and are relatively difficult to operate on. However, through simple manipulation of the absolute value expression, these difficulties can be avoided and the problem can be solved using linear programming.

Last modified

• 11/29/2018

Creator

• Benjamin Granger
• Kathleen Zhou
• Marta Yu

DOI

• https://doi.org/10.21985/N2DN2J

Keyword

• Absolute Values
• Optimization

Rights statement

• In Copyright