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Zbl 1043.91049
Sueyoshi, Toshiyuki
Mixed integer programming approach of extended DEA--discriminant analysis.
(English)
[J] Eur. J. Oper. Res. 152, No. 1, 45-55 (2004). ISSN 0377-2217

Summary: Several unique features of data envelopment analysis (DEA) are incorporated into discriminant analysis (DA). Such a combined use of the two approaches is referred to as DEA--DA" {\it T. Sueyoshi} [Eur. J. Oper. Res. 115, 564--582 (1999; Zbl 0941.91059), ibid. 131, 324--351 (2001; Zbl 0991.91056)] has recently extended DEA--DA in a manner that it can deal with a negative value in data. The new version is referred to as "Extended DEA--DA". An important feature of extended DEA--DA is that it can estimate weights of a linear discriminant function by minimizing the total deviation of misclassified observations. As an extension of his research, this research proposes a new type of mixed integer programming formulations that provide these weight estimates by minimizing the total number of misclassified observations.
MSC 2000:
*91B82 Statistical methods in economics
91B06 Decision theory
90B70 Theory of organizations, etc.
90C11 Mixed integer programming

Keywords: Discriminant analysis; Integer programming

Citations: Zbl 0941.91059; Zbl 0991.91056

Cited in: Zbl 1114.62110 Zbl 1073.91059

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