I am trying to solve the following binary quadratic program.
$$
\min_{\Delta} \Delta^T H \Delta + c^T\Delta \\
\text{Such that:} ~~~\Delta\in \{0,1\}^n ~~\text{and}~~ \sum_{i=1}^n \Delta_i \leq \Gamma
$$
where $H$ is not a positive semidefinite matrix (and hence the minimization problem is not convex) and $\Gamma$ is a fixed natural number less than $n$. I suppose that one might consider this problem a loosely cardinality-constrained quadratic program.
I have been somewhat unsuccessful in trying to find a literature on this kind of optimization problem. I was wondering if anyone here might be able to refer me to some good resources on non-convex binary quadratic optimization with a linear constraint as above.
Thanks.
Best Answer
The indefiniteness of H is a non-issue when you only have binary variables, as you always can add the zero-term $\lambda \Delta^T\Delta - \lambda \sum \Delta_i$. If you pick $\lambda$ large enough (larger than $-\lambda_{min}(H)$ where $\lambda_{\min}$ denotes smallest eigenvalue), the objective is convex.