Integer Restrictions in RREG and LQPROG

[Ken-Cogger]

Is it possible to use integer or binary restrictions on variables in the solution to an LP or QP program
such as in RREG or LQPROG?

If not possible for either: could I "trick" a QP to refelect a binary restriction on x1 by adding M*x1*(1-x1) to the
objective function with a large value of M if minimizing?

Thanks,
Ken.

[TomDoan]

Is it possible to use integer or binary restrictions on variables in the solution to an LP or QP program
such as in RREG or LQPROG?

No. Optimization across integers or a discrete space requires completely different techniques (typically enumeration).

If not possible for either: could I "trick" a QP to refelect a binary restriction on x1 by adding M*x1*(1-x1) to the
objective function with a large value of M if minimizing?

It would seem that that a trajectory of solutions with increasing M would work. Do you have so many possibilities that simply solving for the different combinations would be too hard?