The Professor shall cover the form of an annotated bibliography in class. Here are some references for you to use as examples:
H.J. Greenberg, 1995. Mathematical Programming Models for Environmental Control, Operations Research 43:4, 578-622.
S.A. Zenios, 1989. Parallel Numerical Optimization: Current Status and an Annotated Bibliography, ORSA Journal on Computing 1:1, 20-43.
Although BibTeX will be used for the final report, it is a good idea if you understand the formats. Please ask questions if you do not understand something.
One question that is usually asked is, "How many citations should there be?" There is no good answer to this, but I generally expect about three from an undergraduate and about five from a graduate. These numbers can be misleading, however, because it also depends on the citation and how deeply you go into it (reflected by your annotation). The spirit of the assignment is for you to explore some things, as part of deciding upon your project topic, so I would expect the annotation to reflect only skimming, and it would be a few sentences. In total, the Professor expects the annotated bibliography to be about 2-4 pages (even a bit less than two from an undergraduate). Let the Professor know if this is not clear, so they can not only clarify it for you, but also can revise this explanation.