R help - Jan 2010 - 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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Could you please specifiy your problem, if possible with some data?
Is it a subset of a vector containing 100 elements, or 10000ths?
A random number of elements that should be chosen, or the best 10 values
which sums up to a defined value?

Bart
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A 40-element subset proves too much :(
> Error: cannot allocate vector of size 554.1 Mb
Thanks, Bart!
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Dimitri Shvorob <dimitri.shvorob <at> gmail.com> writes:
> 
> 
> ?!! Erwin, may I ask for a working code sample? (Including appropriate
> package(s))
> 
> Thank you.

I used GAMS + CPlex. The models are here: 
http://yetanothermathprogrammingconsultant.blogspot.com/2010/01/solving-
optimization-problem-selecting.html.


----------------------------------------------------------------
Erwin Kalvelagen
Amsterdam Optimization Modeling Group
erwin at amsterdamoptimization.com
http://amsterdamoptimization.com