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

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

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Article ID: iaor1998989
Country: United Kingdom
Volume: 24
Issue: 7
Start Page Number: 593
End Page Number: 599
Publication Date: Jul 1997
Journal: Computers and Operations Research
Authors: ,
Keywords: programming: linear
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.

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