Tekijä: | Stam, A. Joachimstaler, E. A. |
Otsikko: | Solving the classification problem in discriminant analysis via linear and nonlinear programming methods. |
Lehti: | Decision Sciences
1989 : SPRING, VOL. 20:2, p. 285-293 |
Asiasana: | LINEAR MODELS MATHEMATICAL PROGRAMMING STATISTICAL METHODS |
Kieli: | eng |
Tiivistelmä: | 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. |
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