[R] Optimization problem: selecting independent rows to maximizethe mean
Does R have packages for such multi-objectives optimization problems ? The rgenoud (R-GENetic Optimization Using Derivatives) package allows for multiple object optimization problems. See the lexical option which searches for the Pareto front. The package is written for NP-hard problems (but they are...well...difficult). See CRAN or: http://sekhon.berkeley.edu/rgenoud/ Cheers, Jas. === Jasjeet S. Sekhon Associate Professor Survey Research Center UC Berkeley http://sekhon.berkeley.edu/ V: 510-642-9974 F: 617-507-5524 === nojhan wrote: Le Wed, 01 Mar 2006 13:07:07 -0800, Berton Gunter a ?crit : 2) That the mean and sd can be simultaneously optimized as you describe-- what if the subset with maximum mean also has bigger than minimal sd? Then you have two choices : 1) balance the two objectives with weights, according to the importance you give to each one 2) get a list of non-dominated solutions (a Pareto front) Does R have packages for such multi-objectives optimization problems ? Moreover, does it have a package for difficult (i.e. NP-hard) problems ? __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Optimization problem: selecting independent rows to maximizethe mean
Regarding multi-object optimization, I just got 0 hits from RSiteSearch(multi-objective optimization) and RSiteSearch(multiobjective optimization). However, it shouldn't be too difficult to write a wrapper function to blend other functions however you would like, then use optim or nlminb or one of the other optimizers in R. I don't feel qualified to even comment on 'difficult (i.e. NP-hard) problems'. hope this helps, spencer graves nojhan wrote: Le Wed, 01 Mar 2006 13:07:07 -0800, Berton Gunter a écrit : 2) That the mean and sd can be simultaneously optimized as you describe-- what if the subset with maximum mean also has bigger than minimal sd? Then you have two choices : 1) balance the two objectives with weights, according to the importance you give to each one 2) get a list of non-dominated solutions (a Pareto front) Does R have packages for such multi-objectives optimization problems ? Moreover, does it have a package for difficult (i.e. NP-hard) problems ? __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Optimization problem: selecting independent rows to maximizethe mean
Le Wed, 01 Mar 2006 13:07:07 -0800, Berton Gunter a écrit : 2) That the mean and sd can be simultaneously optimized as you describe-- what if the subset with maximum mean also has bigger than minimal sd? Then you have two choices : 1) balance the two objectives with weights, according to the importance you give to each one 2) get a list of non-dominated solutions (a Pareto front) Does R have packages for such multi-objectives optimization problems ? Moreover, does it have a package for difficult (i.e. NP-hard) problems ? -- nojhan __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Optimization problem: selecting independent rows to maximizethe mean
This sounds either easy via a greedy algorithm or NP-hard. Moreover, it is not clear to me that 1) A subset of 500 indpendent rows exists, where I presume independent means pairwise nonoverlapping; 2) That the mean and sd can be simultaneously optimized as you describe-- what if the subset with maximum mean also has bigger than minimal sd? -- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA The business of the statistician is to catalyze the scientific learning process. - George E. P. Box -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Mark Sent: Wednesday, March 01, 2006 12:40 PM To: r-help@stat.math.ethz.ch Subject: [R] Optimization problem: selecting independent rows to maximizethe mean Dear R community, I have a dataframe with 500,000 rows and 102 columns. The rows represent spatial polygons, some of which overlap others (i.e., not all rows are independent of each other). Given a particular row, the first column contains a unique RowID. The second column contains the Variable of interest. The remaining 100 columns (Overlap1 ... Overlap100) each contain a row ID that overlaps this row (but if this row overlaps fewer than 100 other rows then the remainder of the columns OL1...OL100 contain NA). Here's the problem: I need to select the subset of 500 independent rows that maximizes the mean and minimizes the stdev of Variable. Clearly this requires iterative selection and comparison of rows, because each newly-selected row must be compared to rows already selected to ensure it does not overlap them. At each step, a row already selected might be removed from the subset if it can be replaced with another that increases the mean and/or reduces the stdev. The above description is a simplification of my problem, but it's a start. As I am new to R (and programming in general) I'm not sure how to start thinking about this, or even where to look. I'd appreciate any ideas that might help. Thank you, Mark __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
