Second order mathematical programming formulations for discriminant analysis (Q1319556)

This paper introduces a nonparametric formulation based on mathematical programming (MP) for solving the classification problem in discriminant analysis, which differs from previously proposed MP-based models in that, even though the final discriminant function is linear in terms of the parameters to be estimated, the formulation is quadratic in terms of the predictor (attribute) variables. Including second order (i.e., quadratic and cross-product) terms of the attribute variables in the model is similar in concept to the usual treatment of multiple predictor variables in statistical methods such as Fisher's linear discriminant analysis, and allows an analysis of how including nonlinear terms and interaction effects affect the predictive ability of the estimated classification function.