Mixed-integer Quadrantic Program (mixed-integer secondary planning)

Standard form: -a Mixed-Integer Quadratic Program (miqp) is an optimization problem of the form:

#example -mixed-integer quadratic program
import cvxpy as cp
import numpy as np

#problem data
m,n = 40,25

np.random.randn(1)
A = np.random.randn(m,n)
b = np.random.randn(m)

#problem variable
x = cp.Variable(n,integer = True)

#constraints

#object
objective = cp.Minimize(cp.sum_squares([email protected]))

#problem
prob = cp.Problem(objective)

#solve
prob.solve()