[R] Optimization problem: selecting independent rows to maximizethe mean
spencer.graves at pdf.com
Sun Mar 5 00:15:55 CET 2006
Regarding multi-object optimization, I just got 0 hits from
RSiteSearch("multi-objective optimization") and
RSiteSearch("multiobjective optimization"). However, it shouldn't be
too difficult to write a wrapper function to blend other functions
however you would like, then use "optim" or "nlminb" or one of the other
optimizers in R.
I don't feel qualified to even comment on '"difficult" (i.e. NP-hard)
hope this helps,
> 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 ?
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