[R] Binary Quadratic Opt?

[Petr Savicky]

On Thu, Jun 21, 2012 at 02:46:10AM -0700, khris wrote:
> Hi Petr,
> 
> Thanks for the reply. Your reply answers the question perfect. 
> Unfortunately converting the problem to linear opt would increase the number
> of variable making it non solvable. I guess a general approach will be
> unfeasible so need to look for specific approach.

Hi Khris:

A general approach to reduce the size of the system is to select a subset
of the binary variables and set each of them to a constant. This reduces
the size of the system for the solver. Trying all combinations of the
chosen variables and choosing the best yields the solution of the original
problem.

How many variables has the original and the transformed system?

Can you send the original quadratic system? If it is too large, put it on
the web and send a link to it.

Petr.