Box-constrained quadratic programs with fixed charge variables (Q933786): Difference between revisions

The mixed integer program of the form \[ \max x^TQx+ C^tx- f^t\delta,\qquad\text{s.t. }0\leq x\leq \delta, \] \[ x\in\mathbb{R}^n,\quad \delta\in\{0,1\}^n,\quad Q\in\mathbb{R}^{n\times n},\quad c,f\in \mathbb{R}^n \] is studied and a branch-and-cut algorithm is given. Furthermore, there are lots of theoretical results and connections with similar problems.