I have a optimization problem as follows:
minimize $ \sum_i \sum_j x_i x_j S_{ij} $
subject to the constraint
$x_i > a$ or $x_i=0$ for all indices and $ \sum_i x_i=1.0$
Can someone please help me to formulate this constraint. How do it formulate this "or" condition that if $x_i$ not greater than "a" then it can be zero.
Thanks in advance.