y = | x1 - x2| for two variables x1, x2 with 0 ≤ xi ≤ U
- Introduce binary variables d1, d2 to mean
| d1 : 1 if x1 - x2 is the positive value |
| d2 : 1 if x2 - x1 is the positive value |
- MIP formulation
| 0 ≤ xi ≤ U |
[1.i] |
| 0 ≤ y - (x1-x2) ≤ 2 · U · d2 |
[2] |
| 0 ≤ y - (x2-x1) ≤ 2 · U · d1 |
[3] |
| d1 + d2 = 1 |
[4] |
