how to use abs as a constratint of fmincon

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Hwang
Hwang on 12 Sep 2013
I want to solve optimization problem
the function, fmincon, I want to make a constraint as a form of 'abs'
is there any way ??

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Answers (1)

Matt J
Matt J on 12 Sep 2013
Instead of
abs(c(x))<=D
You can reformulate as two constraints
c(x)-D<=0
-c(x)-D<=0

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