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]]

