Dimitri Shvorob wrote: > > Same request to Hans: > I am afraid I need a little more spoon-feeding following > >> I sent a GAMS script modeling this problem to the NEOS solvers > > Thanks a lot! >
If you have access to CPLEX (I mean the commercial program, not Rcplex which is just an interface to it), then I would suggest to follow Erwin's proposal. My GAMS file looks similar to the one Erwin posted. For instructions how to send it to the NEOS solvers, see <http://neos.mcs.anl.gov/neos/solvers/>. To replace an absolute value by two binary variables is an old trick in optimization modeling. Here it will transform a subset sum problem into an MILP task, solvable in R with lpSolve, Rglpk or Rsymphony. But with a 100 binary variables it may be too much for these packages. I will give it a try today. Hans Werner -- View this message in context: http://n4.nabble.com/Solving-an-optimization-problem-selecting-an-optimal-subset-tp1446084p1457982.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
