The min-max version of the generalized assignment problem is considere
d. We introduce relaxations and show that they produce, as sub-problem
s, min-max versions of the multiple-choice knapsack problem and of the
0-1 knapsack problem. It is proved that such problems can be solved e
xactly in polynomial time. We also introduce approximate algorithms an
d an exact branch-and-bound produce. Randomly generated test problems
involving up to 50000 binary variables are solved exactly in acceptabl
e running times.