> 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