Constrained discriminant analysis via 0/1 mixed integer programming
β Scribed by Richard J. Gallagher; Eva K. Lee; David A. Patterson
- Book ID
- 110379874
- Publisher
- Springer US
- Year
- 1997
- Tongue
- English
- Weight
- 131 KB
- Volume
- 74
- Category
- Article
- ISSN
- 0254-5330
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π SIMILAR VOLUMES
In this paper, we focus on the quadratic cost 01 mixed integer programming problem. First, we formulate the problem as a two-level programming problem that consists of a lower-level continuous quadratic programming problem with 01 variables fixed and an upper-level nonlinear 01 programming problem.
We consider a mixed 0-1 integer programming problem with dual block-angular structure arising in two-stage stochastic programming. A relaxation is proposed such that the problem is decomposed into subproblems each corresponding to the outcomes of the random variable. The convex hull of feasible solu