Constrained discriminant analysis via 0/1 mixed integer programming

Richard Gallagher, Eva Lee and David Patterson

Annals of Operations Research, 1997, vol. 74, issue 0, 65-88

Abstract: A nonlinear 0/1 mixed integer programming model is presented for a constrained discriminant analysis problem. The model places restrictions on the numbers of misclassifications allowed among the training entities, and incorporates a "reserved judgment" region to which entities whose classifications are difficult to determine may be allocated. Two linearizations of the model are given one heuristic and one exact. Numerical results from real-world machine-learning datasets are presented. Copyright Kluwer Academic Publishers 1997

Date: 1997
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DOI: 10.1023/A:1018943025993

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