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

[Jasjeet S. Sekhon]

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

The "rgenoud" (R-GENetic Optimization Using Derivatives) package
allows for multiple object optimization problems. See the "lexical"
option which searches for the Pareto front.  The package is written
for NP-hard problems (but they are...well...difficult).

See CRAN or:

http://sekhon.berkeley.edu/rgenoud/

Cheers,
Jas.

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Jasjeet S. Sekhon                     
                                      
Associate Professor             
Survey Research Center          
UC Berkeley                     

http://sekhon.berkeley.edu/
V: 510-642-9974  F: 617-507-5524
=======================================


nojhan wrote:
> Le Wed, 01 Mar 2006 13:07:07 -0800, Berton Gunter a ?crit :
> 
>>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 ?
>