Solving mixed integer classification problems by decomposition

被引：17
|
作者：
Rubin, P [1 ]
机构：
[1] MICHIGAN STATE UNIV,ELI BROAD GRAD SCH MANAGEMENT,DEPT MANAGEMENT,E LANSING,MI 48824
来源：
ANNALS OF OPERATIONS RESEARCH | 1997年 / 74卷 / 0期
关键词：
discriminant analysis; mixed integer program;
D O I：
10.1023/A:1018990909155
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Research into the accuracy of mixed integer programming models for discrimination and classification, and the efficacy of heuristics developed for them, has been hampered by the inability to solve to optimality problems with moderate to large sample sizes. We present encouraging preliminary results for a decomposition approach that allows solution of models with dimensions previously considered prohibitive.
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页码：51 / 64
页数：14
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