Solving mixed integer classification problems by decomposition

Paul Rubin

Annals of Operations Research, 1997, vol. 74, issue 0, 64 pages

Abstract: Research into the accuracy of mixed integer programming models for discrimination and classification, and the efficacy of heuristics developed for them, has been hampered by the inability to solve to optimality problems with moderate to large sample sizes. We present encouraging preliminary results for a decomposition approach that allows solution of models with dimensions previously considered prohibitive. Copyright Kluwer Academic Publishers 1997

Keywords: discriminant analysis; mixed integer program (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1018990909155

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