Consider the following all-integer linear program: max 5x1 + 8x2 s.t. 9x1 + 4x2 ≤ 36 1x1 + 2x2 ≤ 10 x1, x2 ≥ 0 and integer.

Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter7: Nonlinear Optimization Models
Section7.7: Portfolio Optimization Models
Problem 35P
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Consider the following all-integer linear program:
max 5x1 + 8x2
s.t. 9x1 + 4x2 ≤ 36
1x1 + 2x2 ≤ 10
x1, x2 ≥ 0 and integer.

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