Authors: Matthew Chan (mdc297), Yilian Yin (), Brian Amado (ba392), Peter (pmw99), Dewei Xiao (dx58) - SYSEN 5800 Fall 2020
Steward: Fengqi You
We replace the absolute value quantities with a single variable:
We must introduce additional constraints to ensure we do not lose any information by doing this substitution:
The problem has now been reformulated as a linear programming problem that can be solved normally:
The optimum value for the objective function is , which occurs when and and .