Dimitri Shvorob <dimitri.shvorob <at> gmail.com> writes:
>
>
> A 40-element subset proves too much :(
>
> > Error: cannot allocate vector of size 554.1 Mb
>
> Thanks, Bart!
I could solve a problem with n=200, k=40 with Cplex's MIQP solver in less than
a
minute, but that may depend heavily on the data. The model I used looks like:
min (s-target)^2
s = sum(i,p[i]*x[i])
sum(i,x[i]) = k
x[i] in {0,1}
One can replace the quadratic object by a linear one by minimizing the absolute
deviation. That leads to a MIP model:
min d1+d2
s = sum(i,p[i]*x[i])
sum(i,x[i]) = k
d1-d2 = s-target
d1,d2>=0
x[i] in {0,1}
----------------------------------------------------------------
Erwin Kalvelagen
Amsterdam Optimization Modeling Group
er...@amsterdamoptimization.com
http://amsterdamoptimization.com
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