A Unified Mathematical Programming Formulation for the Discriminant Problem

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3342 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3342 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3342 archive 351 disk0/00/00/32/97 2016-01-15 01:59:48 2021-08-27 17:13:37 2016-01-15 01:59:48 monograph show 2 Stam A. 1602 Ragsdale C.T. A Unified Mathematical Programming Formulation for the Discriminant Problem pub iis_met prog_mda In recent years, much research has been done on the application of mathematical programming (MP) techniques to the discriminant problem. While very promising results have been obtained, many of these techniques are plagued by a number of problems associated with the model formulation including unbounded, improper and unacceptable solutions as well as solution instability under linear transformation of the data. Some have attempted to prevent these problems by suggesting overly complex formulations which can be difficult to solve. Others have suggested formulations which solve certain problems but which create new ones. In this paper we develop a simple MP model which unifies many features of previous formulations and appears to avoid any solution problems. This approach also considers a classification gap often encountered in the related statistical techniques. 1989-07 published WP-89-047 WP-89-047 10 1588 public working_paper IIASA, Laxenburg, Austria 22 FALSE info:eu-repo/semantics/book