Title: Multigroup discriminant analysis using linear programming
Authors: Gochet, Willy ×
Stam, A
Srinivasan, V
Chen, SX #
Issue Date: Mar-1997
Publisher: Inst operations research management sciences
Series Title: Operations research vol:45 issue:2 pages:213-225
Abstract: In this paper we introduce a nonparametric linear programming formulation for the general multigroup classification problem. Previous research using linear programming formulations has either been limited to the two-group case, or required complicated constraints and many zero-one variables. We develop general properties of our multigroup formulation and illustrate its use with several small example problems and previously published real data sets. A comparative analysis on the real data sets shows that our formulation may offer an interesting robust alternative to parametric statistical formulations for the multigroup discriminant problem.
ISSN: 0030-364X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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