Smart (directional) antennas can be deployed in a wireless network to enhance the capacity of the network by forming one or multiple beams only towards intended receivers. In this paper, we focus on the topology control approach for efficient communications in a wireless network with multi-beam smart antennas. This approach pre-computes 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 Sector Selection Problem (SSP). First, we present a Mixed Integer Linear Programming (MILP) formulation to provide optimal solutions. Then we present a Linear Programming (LP) rounding based algorithm for the SSP. Extensive simulation results show that the proposed algorithm provides close-to-optimal performance and outperforms a Minimum Spanning Tree (MST) based algorithm and the k nearest neighbors algorithm in terms of both network capacity and fairness.