I need help in the linearization of this maxmax function:
max max {2x1+3x2, x1+4x2, 5x1+8x2} subject to: x ϵ X.
I already started it by:
α = max {2x1+3x2, x1+4x2, 5x1+8x2}
max α
α ≥2x1+3x2
α ≥x1+4x2
α ≥5x1+8x2
But I'm not sure on how to continue with the linearization. Thank you!