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$$ argmin(x,y)=x^2+y^2+2y $$

$$ s.t.\ \ y=|x-10| $$

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 Bot
    Jan 24, 2022 at 14:47
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    $\begingroup$ I think that you can replace your equality constraint by two inequality constraints. $\endgroup$
    – nicoguaro
    Jan 24, 2022 at 15:47
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    $\begingroup$ 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? $\endgroup$ Jan 25, 2022 at 4:52

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