[R] Solving an optimization problem: selecting an "optimal" subset

Dimitri Shvorob dimitri.shvorob at gmail.com
Sat Jan 30 01:15:20 CET 2010


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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