Mathematical Programming Models for Classification

Abstract

Mathematical programming models for discriminant and classification analysis are presented. Specifically, linear programming and mixed integer programming approaches are discussed. For each approach, two-class classification models and multi-class classification models are discussed. The emphasis is on the formulations of these mathematical programming models rather than on their performances. Two illustrative examples, one for two-class and the other for multi-class classification, are used to demonstrate the formulations of these mathematical programming models. An example is used to demonstrate the formulation after a mathematical programming model is presented.