An experimental comparison of some recently developed linear programming approaches to the discriminant problem

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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Original languageEnglish
Pages (from-to)593-599
Journal / PublicationComputers and Operations Research
Volume24
Issue number7
Publication statusPublished - Jul 1997

Abstract

This article studies and evaluates several recently proposed linear programming formulations to solve classification problems in discriminant analysis. Some of the new linear programming formulations have merits and perform well in a simulation experiment. A weighted deviation approach is introduced to correct the imbalance of misclassifications across the two groups. © 1997 Elsevier Science Ltd.