optimization/permutation problem: select those rows in a matrix whose mean produces the maximal value of a certain function

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Felix 2013-2-7

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https://ww2.mathworks.cn/matlabcentral/answers/62609-optimization-permutation-problem-select-those-rows-in-a-matrix-whose-mean-produces-the-maximal-valu

Lets say I have a matrix nxm and a certain function y=f(1:m) that uses a row (or the mean of several rows) of my matrix as input. Now I just want to find the right combination of the n rows that produce the highest y value. The difficulty is that for a high n (will be around 100) there are too many permutations possible (the solution can be a single row, or the mean of two, three, or all rows...).

How could I use the matlab optimization toolbox for my problem? Something like the function createOptimProblem, but instead of fitting parameters of a function to a curve, to use indices for the matrix rows as parameter...

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Felix 2013-2-8

I don't quite understand why it shouldn't be possible. If I had a fast enough computer I could just brute force calculate the function value for all combinations and there has to be an optimum. I can of course first calculate the function value for each row individually and set a certain threshold to reduce the dimensions (since its unlikely that a row that by itself has a very low function value, will contribute in a positive way).

ChristianW 2013-2-9