I have the following problem:
Consider the set of integers $\{1,2,3,4,5,6\}$ and $$\sum_{i=1}^6 s_i i,$$ where $s_1, s_2, \dots, s_6 \in \{1,-1\}$ are the signs that appear in front of each of these numbers. Present an integer programming model that minimizes $$\left| \,\sum_{i=1}^6 s_i i \,\right|$$
I created binary variables $b_1, b_2, \dots, b_6 \in \{0,1\}$ for this linear modeling.
$$\min U$$ subject t $$U \geq \sum_{i=1}^6 s_i i$$ $$U \geq -\sum_{i=1}^6 s_i i$$
$$s_i + 1 \leq M_1(1-b_i)$$ $$s_i - 1 \leq - M_1 + b_i$$
$$s_i = \{-1,+1\}$$ $$b_i = \{0,1\}$$ $M_1$ is big constant
My model is incorrect and I do not know how to solve
The constraint $s_i -1 \leq -M_1 + b_i$ must be removed.
Regardless of the values of $b_i$, it is making the problem infeasible as the upper bound is a very small number.
The constraint
$$s_i + 1 \leq M_1 (1-b_1)$$ means if $b_i = 1$,then we must have $s_i= -1$. If $b_i=0$, $s_i$ is free.
Hence you still need to include a constraint that says
if $b_1=0$, then we must have $s_i=1$.
$$-s_i\leq Mb_i$$
Remark:
In terms of the optimal value of the problem, since there are $3$ odd numbers, the optimal value will be at least $1$.
$$-1-2-3-4+5+6=1$$