If the variable is constrained to be an integer, the problem becomes NP-hard-as-hell (in both a complexity sense and an approximation sense), sadly. It also sto

If the variable is constrained to be an integer, the problem becomes NP-hard-as-hell (in both a complexity sense and an approximation sense), sadly. It also stops being convex, so splitting-cone methods can't be directly applied and the solution here goes out the window. In general, you assume the variables here to be real-valued vectors.