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Multigroup discriminant analysis using linear programming. (English) Zbl 0890.90180

Summary: 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.

MSC:

90C90 Applications of mathematical programming
62H30 Classification and discrimination; cluster analysis (statistical aspects)
90C05 Linear programming