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A Tutorial on Integer Programming

A Tutorial on Integer Programming

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As in linear programming, our rst step is to decide on our variables. This can be much more di cult in integer programming because there are very clever ways to use integrality restrictions. In this case, we will use a 0-1 variable x j for each investment. If x j is 1 then we will make investment j.If it is 0, we will not make the investment.

  Programming

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