Survey of mathematical programming models and experimental results for linear discriminant analysis

• Published in: Managerial and decision economics Vol. 11; no. 4; pp. 215 - 225
• Main Authors: Erenguc, S. Selcuk, Koehler, Gary J.
• Format: Journal Article
• Language: English
• Published: London John Wiley & Sons, Ltd 01-10-1990; John Wiley and Sons; Heyden and Son; Wiley Periodicals Inc
• Subjects: Decision theory; Discriminant analysis; Discriminants; Euclidean space; Hyperplanes; Integer programming; Linear discriminant analysis; Linear programming; Mathematical models; Mathematical programming; Mathematical vectors; Methods; Nonlinear programming; Operations research; Programming models; Statistical methods; Studies; Training; Trivial solutions
• ISSN: 0143-6570; 1099-1468
• DOI: 10.1002/mde.4090110403

The mathematical programming approach to linear discriminant analysis was first introduced in the early 1980's. Since then, numerous mathematical programming models have appeared in the literature. Some of these models were merely formulated while others were subjected to experimentation, in some cases rather extensively. The purpose of this paper is to present a unified survey of these models and their experimental results where applicable. Some mathematical programming (MP) models, unfortunately, have certain pathologies inherent in their structure which puts the degree of usefulness of these models in doubt. When known, such pathologies are also identified for the specific model in question.