[R] constrained optimization

[David Winsemius]

http://search.r-project.org/cgi-bin/namazu.cgi?query=%22constrained+optimization%22&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]]
>
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> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
Heritage Laboratories
West Hartford, CT