Mathematical Programming Approaches to Classification Problems

Soulef Smaoui, Habib Chabchoub and Belaid Aouni

Advances in Operations Research, 2009, vol. 2009, 1-34

Abstract:

Discriminant Analysis (DA) is widely applied in many fields. Some recent researches raise the fact that standard DA assumptions, such as a normal distribution of data and equality of the variance-covariance matrices, are not always satisfied. A Mathematical Programming approach (MP) has been frequently used in DA and can be considered a valuable alternative to the classical models of DA. The MP approach provides more flexibility for the process of analysis. The aim of this paper is to address a comparative study in which we analyze the performance of three statistical and some MP methods using linear and nonlinear discriminant functions in two-group classification problems. New classification procedures will be adapted to context of nonlinear discriminant functions. Different applications are used to compare these methods including the Support Vector Machines- (SVMs-) based approach. The findings of this study will be useful in assisting decision-makers to choose the most appropriate model for their decision-making situation.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaor:252989

DOI: 10.1155/2009/252989

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