New LP based heuristics for the classification problem

New LP based heuristics for the classification problem

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Article ID: iaor19961855
Country: Netherlands
Volume: 67
Issue: 1
Start Page Number: 88
End Page Number: 100
Publication Date: Jun 1993
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: linear
Abstract:

Three heuristic procedures for the two group discriminant problem are developed that minimize the total expected cost of misclassification in the training sample. The approach is shown through a systematic experiment to generate near optimal solutions and to be efficient in terms of computational effort when compared to existing research.

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