Unformatted text preview: maximum number of employees to be allocated on all projects is W = 50. 1. Formulate an Integer Linear Programming model for the problem of maximizing the total expected return. Reminder: clearly state the variables and their meaning, the constraints, and the objective function. There can be integer variables, but all constraints, apart from the integrality ones, must be linear. 2. What can be said about project B, even if we don’t know how to solve the problem? Explain. Exercise 4 Prove that following functions are convex: – f ( x ) = max { f 1 ( x ) , f 2 ( x ) . . . , f k ( x ) } , with f i ( x ) convex for i = 1 , 2 . . . , k . – f ( x ) =  x  . Exercise 5 Solve problems 1.5 and 2.2 of the textbook....
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 Fall '08
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 Math, Operations Research, Linear Programming, Optimization, x1 + x2, min x1 s.t.

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