I want to know if the following problem has been solved


max\_w w'Rw 


where the entries of the vector w are binary (w\_i= {0,1} )



sparse binary vector
* After a Cholesky factorization $R=T'T$, your problem becomes the maximization of the Euclidean norm over the parallelotope formed by the points $Tw$. This problem is discussed in
H. L. Bodlaender, P. Gritzmann, V. Klee, J. van Leeuwen:
[Computational complexity of norm-maximization](http://link.springer.com/article/10.1007%252FBF02123011), Combinatorica **10**
(1990), 203-225.
* If your matrix is just symmetric, not necessarily p.s.d., then it is essentially the maximum cut problem. For this problem, there are (famous) convex relaxations, using for example semidefinite programming.


