> This is a "subset sum" problem and has been discussed here in December
Thanks a lot! Will investigate. > Can you settle for an approximate solution? Absolutely. > Rcplex: This is a combinatorial problem and cannot be formulated as a > quadratic optimization problem. If the objective function can fit the pattern, we need to find the set of n coefficients, taking values 0 or 1, summing to m, for the m-out-of-n problem. 'Binary' version of Rcplex apparently would be able to handle that. > It is NP-hard and cannot be solved via Dynamic Programming. Why not? Discretize the [0, sum(x)] range and solve an m-step DP problem. The value function would minimize the distance from s, and penalize too-short (m* < m) subsets. Thanks again! -- View this message in context: http://n4.nabble.com/Solving-an-optimization-problem-selecting-an-optimal-subset-tp1446084p1457390.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
