max : $w = |q^T y|$
subject to
$A y \leq b$
$y \geq 0$
Please describe how one could solve the non-linear programming prob. above by using linear programming methods.
I tried changing $y$ to $y' - y''$ in the constraints and $y' + y''$ for the objective function. However, my Excel solver says that "the cells do not converge". How should I solve this?
Thanks a bunch!