I have a big problem with Constr.
i was:
$$\min \sum \sigma_{x_i}$$ $$s.t \sum x_i = 1, where \space \space0<= x_i<=1$$
and now I need that problem to be:
$$\min \sum \sigma_{x_i}$$ $$s.t \sum |x_i| = 1, where -1<= x_i<=1$$
how to transform that absolute value constraint in a linear constraint?