Solving mixed integer classification problems by decomposition

Solving mixed integer classification problems by decomposition

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Article ID: iaor19981882
Country: Netherlands
Volume: 74
Issue: 1
Start Page Number: 51
End Page Number: 64
Publication Date: Nov 1997
Journal: Annals of Operations Research
Authors:
Keywords: statistics: multivariate
Abstract:

Research into the accuracy of mixed integer programming models for discrimination and classification, and the efficacy of heuristics developed for them, has been hampered by the inability to solve to optimality problems with moderate to large sample sizes. We present encouraging preliminary results for a decomposition approach that allows solution of models with dimensions previously considered prohibitive.

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