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: | Rubin Paul A. |
Keywords: | statistics: multivariate |
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.