Research indexJournal article
Multigroup Discriminant Analysis Using Linear Programming
Gochet, Stam, Srinivasan and 1 other
Operations Research1 Apr 1997Open access
NobleIDark:/48914/w1/20260521/5F1E3DDDDOI10.1287/opre.45.2.213
Multigroup Discriminant Analysis Using Linear Programming
Gochet, Stam, Srinivasan and 1 other · Operations Research · 1 Apr 1997
NobleIDark:/48914/w1/20260521/5F1E3DDDDOI10.1287/opre.45.2.213
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.