Lagrange Multipliers with a Whole Number Constraint

64 Views Asked by At

How do I formulate a Lagrange Multipliers' constraint to be a whole number? How can I solve a problem like $$\begin{align} \mathrm{max: } &F(x,y) = C\\ \mathrm{s.t.:} &y\in\mathbb{Z} \end{align}$$