Xiaoyu Shan

This is very helpful. Thanks!!

I think I conceptually got it but find it hard to write codes for introducing new auxiliary variables. So now the problem becomes min(x'Qx-c'x), s.t. x=mz, z = 0 or 1, 0=<m<=2 (2 for instance), rig...

Thanks for the comment! What if the value of m is also unknown? i.e., m is also an unknown variable that I need to find out with optimization?