supremum norm

[Quirin Meyer]

Is there a way in Gurobi (preferable a C++ way) of adding a supreum norm constraint, i.e. $\Vert A\vec{x}-\vec{b} \Vert_\infty<\vec{c}$?

[Daniel Espinoza]

There is no special construct for such a constraint, but it can be easily implemented this way:

A_{i*}x +s1_i - s2_i = b_i for i = 1..m

s1_i + s2_i <= c_i           for i = 1..m

where s1_i and s2_i >= 0