To solve the problem you have in general, you will need
something more powerful than 'constrOptim'. This is called
a mixed integer problem, and arises in several fields including
financial portfolio optimization.
If you really only have 3 variables, then there are only 3
combinations of 2
Hello,
How do I implement a cardinality constraint with constrOptim?
I want to minimize (least square) a%*%x = 4
subject to
x12
x21
x34
count(x1, x2, x3)= 2 (cardinality constraint)
Is there a way to specify binary integer variables with constrOptim?
Here's my code so far:
a -matrix(1:3,1,3)
