Optimizing Non Linear function

Hi All,

 

As we know that Anaplan works on Linear Programming principle, it gets challenging to solve Non-linear problems. One such problem is minimizing absolute difference of 2 variables. Following is the solution for the same -

 

Equation |a-b|<= c

 

where - a, b are decision variables, c is decision variable

 

Below constraints need to be applied and c is a positive variable
a - b <= c
b - a <= c

 

Finally you achieve "c" value from optimizer which is the absolute difference.


Thanks

0 Kudos