How to set the sum of the absolute value of variables as inequality matrix and vector in linear programming?
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I am trying to solve a linear program with command "linprog". The inequality constrains has a sum of varaibles. e.g. I have 3 variable. x1,x2,x3.
The constrain should be like "abs(x1)+abs(x2)+abs(x3)<=2";
How to set this constrains in matlab?
I had read the link of two variables problem. But I can't figure out the rule of it. I can't derive the 3 case from it, either. Could anyone give me some suggestions? That will be very appreciated.
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