Message-ID: <1264810520506-1446084.post@n4.nabble.com>
Date: 2010-01-30T00:15:20Z
From: Dimitri Shvorob
Subject: 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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