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Author:Stam, A.
Joachimstaler, E. A.
Title:Solving the classification problem in discriminant analysis via linear and nonlinear programming methods.
Journal:Decision Sciences
1989 : SPRING, VOL. 20:2, p. 285-293
Index terms:LINEAR MODELS
MATHEMATICAL PROGRAMMING
STATISTICAL METHODS
Language:eng
Abstract:The paper proves the feasibility of applying nonlinear programming methods to solve classification problems in discrimination analysis. The application is a useful generalization of linear programming based solutions proposed earlier. By conducting a Monte Carlo simulation experiment, the analysis of the data showed that these new methods are promising. Finally, the authors discuss the direction of future research aimed at promoting business applications.
SCIMA record nr: 71953
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