> Is it a subset of a vector containing 100 elements, or 10000ths? I need to pick 2-40 elements out of a 50-200-element-long vector.
> A random number of elements that should be chosen, or the best 10 values > which sums up to a defined value? The best 10 values. I still think that Rcplex is the way to go; what's missing is some linear-algebra expertise on my part to set up the problem as quadratic. -- View this message in context: http://n4.nabble.com/Solving-an-optimization-problem-selecting-an-optimal-subset-tp1446084p1457355.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.