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Novel approaches to the discrimination problem (1992)

Marcotte, P. ; Savard, G.

Springer

Mathematical methods of operations research 36 (1992), S. 517-545

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ISSN: 1432-5217

Keywords: Discriminant analysis ; Quadratic programming ; Complexity ; Integer programming ; Bilevel programming

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics , Economics

Notes: Abstract We consider the problem of determining a hyperplane that separates, as “well” as possible, two finite sets of points inR n . We analyze two criteria for judging the quality of a candidate hyperplane (i) the maximal distance of a misclassified point to the hyperplane (ii) the number of misclassified points. In each case, we investigate the computational complexity of the corresponding mathematical programs, give equivalent formulations, suggest solution algorithms and present preliminary numerical results.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01416243

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