Is there any R package addressing problems of constrained optimization ? I have the following "apparently" simple problem: Given a set V with fixed cardinality: nv Given a set S whose cardinality is a parameter: nHat Let the cardinality of the intersection S.and.V be: nHatv The problem consists of maximizing nHatv/nv subject to a penalty if nHat > nHatv It is allowed and even desirable to make set S contain set V Thank you so much tutti i telefonini TIM! [[alternative HTML version deleted]]
search.r-project.org/cgi-bin/namazu.cgi?query="constrained+optimization"&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08 And that is only the help messages from the last two years.' On Apr 26, 2009, at 12:00 AM, <mauede at alice.it> wrote:> Is there any R package addressing problems of constrained > optimization ? > I have the following "apparently" simple problem: > > Given a set V with fixed cardinality: nv > Given a set S whose cardinality is a parameter: nHat > Let the cardinality of the intersection S.and.V be: nHatv > > The problem consists of maximizing nHatv/nv subject to a penalty > if nHat > nHatv > > It is allowed and even desirable to make set S contain set V > > Thank you so much > > > tutti i telefonini TIM! > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius, MD Heritage Laboratories West Hartford, CT