Survey of Mathematical Programming Modes to Two Groups Discriminant Analysis

Document Type : Original Article

Authors

1 Dep. of Social Science Computing, Faculty of Economics & Political Science, Cairo University

2 Dep.of Statistics, Faculty of Economics & Political Science, Cairo University

Abstract

The discriminant analysis problem has been addressed by many authors over the past years. The mathematical programming approaches to solve the classification problem are reviewed in this paper. Unlike the classical methods mathematical programming methods are relatively recent. The first models were proposed by Mangasarian. The purpose of this paper is to present a comprehensive survey of all the mathematical programming models from 1965 up to this date.

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