NAG Library Manual, Mark 29
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NAG CL Interface Introduction
Example description

nag_mip_best_subset_given_size (h05abc) Example Program Results

    Score        Feature Subset
    -----        --------------
 1.04753e+03      4     7     8    10    14
 1.05987e+03      4     5     7     8    14
 1.07016e+03      4     5     7    10    14

45 subsets evaluated in total