Re: [R] optimization problem

Dear Erwin, Ravi and Hans Werner, thanks a lot for your replies. I don't think I have access to Cplex and therefore probably cannot try that out but will read about MIQP. I played a bit then around with Ravi's suggestions and made also the observation that the linear cost function often found t

[R] optimization problem

Dear R-experts, this is not a direct R-problem but I hope you can help me anyway. I would like to minimize || PG-I || over P, where P is a p x p permutation matrix (obtained by permuting the rows and/or columns of the identity matrix), G is a given p x p matrix with full rank and I the identity