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Abstract : This paper considers optimization problems in which some or all variables must take on integral values. An ability to solve such problems would be valuable in itself and would also allow handling certain kinds of heretofore intractable 'economies of scale'. An automatic algorithm for solving such problems is not given. A general approach susceptible of individual variations, depending upon the problem and the judgment of the user is presented. Two moderate-size examples are presented to illustrate the method. (Author)
Markowitz et al. (Tue,) studied this question.