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;
--
View this message in context:
http://n4.nabble.com/Solving-an-optimization-problem-selecting-an-optimal-subset-tp1446084p1457983.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.
