Solve the following integer programming problem using the branch and bound algorithm: While selecting the branching variable, use the maximum infeasibility rule. If you have more than one candidate node for branching, select the node with the highest potential for branching.
Maximize 3x1 + 2x2 + 6x3 + 5x4
Subject to:
4x1 + 3x2 + 6x3 + 5x4 ≤ 20
x1 ≤ 3
x2 ≤ 2
x3 ≤ 3
x4 ≤ 4
x1, x2, x3, x4 ≥ 0 and integer
At each node, provide the following information:
1. LP relaxation objective function value and values of variables. (You can use Excel Solver to solve LP relaxation)
2. Any integer solution (variable values and objective function), if you can obtain via rounding up/down the values from LP relaxation.
3. Lower bound on the problem
4. List of active nodes
5. Upper bound on the problem
Next node to branch
Branching variable and branching constraints
Continue the branch and bound algorithm until you find the optimal solution or 11 nodes (whichever is smaller).