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

[Dimitri Shvorob]

Thank you very much, Erwin. If I may ask some follow-up questions
1. GAMS <> R, ad it's just not entirely clear how to move the soltion to R.
(At most trivial, how do I "bring in" the subsettable vector into the
solver?")
2. "The quadratic objective can be replaced by a linear one by minimizing
the absolute deviation".
    Minimizing absolute deviation is not, as far as I can see, a linear
problem... ??
    What magic is happening in these lines?
    positive variable d1,d2; 
    e3.. d1-d2 =e= s-target; 
    obj.. z =e= d1+d2; 
 

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