Solving an optimization problem: selecting an "optimal" subset
Given vector of numbers x, I wish to select an n-subset with sum closest to fixed value s. Can anyone advise me how to approach this, in R? I have considered Rcplex package, which handles integer/binary linear/quadratic optimization problems, but have difficulty setting up the quadratic form for [sum(x) - s]^2. (Dynamic programming over [0, sum(x)]? A genetic algorithm? Can anyone contribute a binary GA optimization sample?) Thank you.
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