Cost Model 1 Needed Model 2 Needed Model 3 Needed Wiring constraint Harnessing constraint

Model 1 M1 0 $50 1

Make Model 2 M2 0 $83 1

Model 3 M3 0 $130

Model 1 B1 0 $61 1

Buy Model 2 B2 0 $97 1

2 1

1.5 2

1 3 1

Buy Model 3 B3 0 $145

0 0 0 0 0 0

3000 2000 900 10000 5000

"=" "=" "=" <= <=

ACME Chemical X1 0 Expected Return 0.0865 Max investment in X1 1 Max investment in X2 Max investment in X3 Max investment in X4 Max investment in X5 Max investment in X6 Investment constraint on X2,X3 and X5 Total investment constraint 1 Long-term investment constraint 1

Amount to Invest in Each Company DynaStar Eagle Vision X2 X3 0 0 0.095 0.1 1 1

1 1 1

1 1

nt to Invest in Each Company MicroModeling OptiPro Sabre Systems X4 X5 X6 0 0 0 0.0875 0.0925 0.09

1 1 1 1 1 1 1 1 1

0 0 0 0 0 0 0 0 0 0

187500 187500 187500 187500 187500 187500 262500 750000 375000

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