[R] Binary decision problem

2007-06-21 Thread Tolga Uzuner
Dear R Users, I am trying to use LP_SOLVE and would appreciate any assistance with the following problem: - I am trying to choose a fixed number of items out of a batch of items: say 100 out of 800 - items have certain characteristics, say characteric A, B and C - I want to maximise the sum of A

Re: [R] Binary decision problem

2007-06-21 Thread Moshe Olshansky
Hi Tolga, I do not see any problem with: max {a1*x1 + a2*x2 + ... + a800*x800} subject to: x1+x2+ ... + x800 = 100 b1*x1+b2*x2+ ... +b800*x800 = B c1*x1+c2*x2+ ... +c800*x800 = C and an additional condition that x1,x2,...,x800 are binary 0-1. Regards, Moshe Olshansky --- Tolga Uzuner [EMAIL