Create a problem with general constraints that use operator abs

# Example using general constraints - the abs() operator
#
# (C) Fair Isaac Corp., 1983-2024

import xpress as xp

# Here we use the abs operator of the Python interface to create a new
# optimization problem.

# Find the point that minimizes the l-1 norm within a given polytope,
# i.e. the sum of the absolute values of the coordinates of a point in
# a polytope.

p = xp.problem()

# Read data from a problem of MIPLIB 2017
p.read('pk1.mps.gz')

# Retrieve all variables of the original problem
x = p.getVariable()

# Change objective function to the l-1 norm of the variable vector, to
# be minimized.
p.setObjective (xp.Sum(xp.abs(v) for v in x))

# Set time limit to 5 seconds
p.controls.timelimit = 5
p.optimize()

print("solution:", p.getSolution())

© 2001-2024 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.