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I want to compute the projection of a vector $\left( x\right) _{1\leq i,j\leq n}\in \lbrack 0,1]^{n\times n}$ on the following discrete set $$ S=\left\{ x\in \{0,1\}^{n\times n}:x_{i,j}+x_{j,i}\leq 1;\...

I am dealing with a problem of the form ($a<b$) $$ \displaystyle \max_{v \in C^1([a, b])} \int_a^b v(x)~\mathrm{d}x, \quad \mathrm{s.t.} \int^b_a \big(-o'(x)v(x)-v'(x)o(x)\big)f(x)~\mathrm{d}x \...