Thank you. 
Unluckily what makes the problem only apparenttly simple (for me) is that we have not differentiable functions and the parameter space is not continuous ... which reduces dramatically the number of choices.
I would be grateful to chat with anyone who has tackled a similar problem.

Maura

-----Messaggio originale-----
Da: David Winsemius [mailto:dwinsemius@comcast.net]
Inviato: dom 26/04/2009 6.55
A: mauede@alice.it
Cc: r-help@stat.math.ethz.ch
Oggetto: Re: [R] constrained optimization
 
http://search.r-project.org/cgi-bin/namazu.cgi?query=%22constrained+optimization%22&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08

And that is only the help messages from the last two years.'



On Apr 26, 2009, at 12:00 AM, <mauede@alice.it> wrote:

> Is there any R package addressing problems of constrained  
> optimization ?
> I have the following "apparently" simple problem:
>
> Given a set V with fixed cardinality:                        nv
> Given a set S whose cardinality is a parameter:        nHat
> Let the cardinality of the intersection S.and.V be:   nHatv
>
> The problem consists of maximizing   nHatv/nv  subject to a penalty  
> if  nHat > nHatv
>
> It is allowed and even desirable to make set S contain set V
>
> Thank you so much
>
>
> tutti i telefonini TIM!
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
Heritage Laboratories
West Hartford, CT





tutti i telefonini TIM!


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