Abstract
Several mixed integer programming approaches to the multiple-group statistical classification problem are examined. Many papers have investigated conditions under which a degenerate solution occurs in linear programming approaches to the two-group discriminant problem. Very little research has been conducted in the multiple-group case. We investigate conditions under which a degenerate solution can occur in mixed integer programming approaches to the multiple-group classification problem. A multiple-group ‘minimize the sum of deviations’ model is presented. This model is similar in structure to the general single function classification model. Also, a two-goal approach to the multiple-group classification problem is discussed.
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Pavur, R., Loucopoulos, C. Examining Optimal Criterion Weights in Mixed Integer Programming Approaches to the Multiple-group Classification Problem. J Oper Res Soc 46, 626–640 (1995). https://doi.org/10.1057/jors.1995.87
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DOI: https://doi.org/10.1057/jors.1995.87