Question: Problem 1 : Integer Programming ( 2 5 points ) An investment firm is looking to invest in a portfolio of projects. They only have
Problem : Integer Programming points
An investment firm is looking to invest in a portfolio of projects. They only have $ million to invest, and want to maximize the expected return from their projects. The table below shows the capital requirements for each project, as well as the expected return.
Additionally,
If project E is chosen, project F must be chosen.
If project A is chosen, project C cannot be chosen.
The firm has to choose at least projects.
Formulate this problem as an integer programming model. Clearly define your decision variables, objective function, and constraints.
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