[R] Cardinality constraint

From: Neuro LeSuperHéros <neuro3000_at_hotmail.com>
Date: Fri 20 Oct 2006 - 23:39:25 GMT


Hello,

How do I implement a cardinality constraint with constrOptim?

I want to minimize (least square) a%*%x = 4 subject to

x1<2
x2<1
x3<4

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)
fr <- function(x) {
(a%*%x-4)^2

     }
constrOptim(c(1,0.5,3),fr,grad=NULL,ui=-diag(3), ci=c(-2,-1,-4))

I need the optimization to give me one variable that is zero to satisfy the maximum cardinality of 2.

Thanks



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