Displaying 1 result from an estimated 1 matches for "22constrained".
2009 Apr 26
1
constrained optimization
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 >