[R] Solving an optimization problem: selecting an "optimal" subset

[Erwin Kalvelagen]

Dimitri Shvorob <dimitri.shvorob <at> gmail.com> writes:

> 
> 
> ?!! Erwin, may I ask for a working code sample? (Including appropriate
> package(s))
> 
> Thank you.


I used GAMS + CPlex. The models are here: 
http://yetanothermathprogrammingconsultant.blogspot.com/2010/01/solving-
optimization-problem-selecting.html.


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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
erwin at amsterdamoptimization.com
http://amsterdamoptimization.com