Multigroup Discriminant Analysis Using Linear Programming

Gochet, W., Stam, A., Srinivasan, V., & Chen, S. (1997). Multigroup Discriminant Analysis Using Linear Programming. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RR-97-016. Reprinted from Operations Research, 45(2) [March-April 1997].

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Abstract

In this paper we introduce a non-parametric linear programming formulation for the general multigroup classification problem. Previous research using linear programming formulations has either been limited to the two-group case, or required complicated constraints and many zero-one variables. We develop general properties of our multigroup formulation and illustrate its use with several small example problems and previously published real data sets. A comparative analysis on the real data sets shows that our formulation may offer an interesting robust alternative to parametric statistical formulations for the multigroup discriminant problem.

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