I have an optimization problem as follows:
minimize $\sum_i \sum_j x_i x_j S_{ij}$
subject to the constraints:
$\sum_i x_i = 1 $
and
$x_i$ are rounded in increments of 0.01.
question is if there is a way I can implement the rounding constraint while still being within a continuous framework(i.e. using a computation library which can perform the computation with continuous $x_i$).
Thanks in advance.