[R] Optimization problem: selecting independent rows to maximizethe mean

[nojhan]

Le Wed, 01 Mar 2006 13:07:07 -0800, Berton Gunter a écrit :
> 2) That the mean and sd can be simultaneously optimized as you describe--
> what if the subset with maximum mean also has bigger than minimal sd?

Then you have two choices :
1) balance the two objectives with weights, according to the importance
you give to each one
2) get a list of non-dominated solutions (a "Pareto front")

Does R have packages for such multi-objectives optimization problems ?

Moreover, does it have a package for "difficult" (i.e. NP-hard) problems ?

-- 
nojhan