Relay Stations (RSs) can be deployed in a wireless network to extend its coverage and improve its capacity. Smart (directional) antennas can enhance the functionalities of RSs by forming one or multiple beams only towards intended receivers. In this paper, we focus on the topology control approach for efficient communications in wireless relay networks with smart antennas. This approach precomputes an antenna pattern for each node such that an efficient network topology can be formed for future communications. The corresponding optimization problem is formally defined as the Beam Selection Problem (BSP). First, we present an Integer Linear Programming (ILP) formulation to provide optimal solutions. Then we present a Linear Programming (LP) rounding-based algorithm for the BSP and show it has a constant factor approximation ratio. We also present a simple and fast greedy algorithm to solve the problem. Extensive simulation results show that the proposed algorithms provide close-to-optimal performance.