# Integer programming

Also found in: Acronyms, Encyclopedia.

## Integer programming

Variant of linear programming in which the solution values must be integers.

Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

## Integer Programming

In mathematics, a process or technique for finding the maximum or minimum value of a linear function subject where the solution must be an integer. It is a form of linear programming, which is important to securities analysis as it helps determine the maximum or minimum rate of return on a particular investment. While the maximum rate of return is not necessarily the expected rate of return, integer programming may help an investor decide if a security is worth a certain level of risk.

Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved

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