Novel approaches to the discrimination problem

Novel approaches to the discrimination problem

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Article ID: iaor19932422
Country: Germany
Volume: 36
Issue: 6
Start Page Number: 517
End Page Number: 545
Publication Date: Nov 1992
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Keywords: statistics: multivariate
Abstract:

The authors consider the problem of determining a hyperplane that separates, as ‘well’ as possible, two finite sets of points in Rn. They analyze two criteria for judging the quality of a candidate hyperplane (i) the maximal distance of a misclassified point to the hyperplane (ii) the number of misclassified points. In each case, the authors investigate the computational complexity of the corresponding mathematical programs, give equivalent formulations, suggest solution algorithms and present preliminary numerical results.

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