So, for the problem, we are given some positive integer n and, for i = 1, 2, ..., n, numbers a(i).<p>So, we seek x(i) to solve<p><pre><code> min ( x(1) a(1) + x(2) a(2) + ... + x(n) a(n) )^2
x(1) + x(2) + ... + x(n) >= 0
subject to x(i) = 0, 1
</code></pre>
So this is a 0-1 integer quadratic program with one linear constraint.<p>So for a reasonably practical solution, omit the 0-1 constraint and attack the problem as just a quadratic program.<p>Then for the 0-1 constraint, do standard branch and bound.