Let
M
be a set of positive integers. A set
S
of nonnegative integers is called an
M
‐
set if
a
and
b
∈
S
, then
a
−
b
∉
M
. If
S
⊆
0,1
,
…
,
n
is an
M
−
set with the maximal cardinality, then
S
is called a maximal
M
−
set of
0,1
,
…
,
n
. If
S
∩
0,1
,
…
,
n
is a maximal
M
−
set of
0,1
,
…
,
n
for all integers
n
≥
0
, then we call
S
an optimal
M
−
set. In this paper, we study the existence of an optimal
M
−
set.