This is a fairly general question, but so far I have not been able to find a solution.
I am trying to solve the problem of combinatorial optimization, in which I have several objective functions for optimization, as well as several restrictions for imposing. So I'm trying to find some kind of software (preferably R package) that can solve this problem.
I learned a few options, but none of them does not seem to be useful for my purpose: lpSolveAPIintended only for linear programming, that is not so; mcoIt can minimize the multidimensional objective function, but it seems that it cannot control the binary (i.e. decisive) variables necessary for combinatorial problems; adagioand CEGOthey can work with combinatorial optimization problems, but, as far as I see, they can optimize only one one-dimensional function.
Is there any other package that I don't know about that can handle this type of problem? Or can any of the above be useful, although I may be lacking the path to the functionality I need?
Thank you for this in advance. It really is a nightmare trying to find it.
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