Mathematical Programming Formulations for the Discriminant Problem: An Old Dog Does New Tricks*
指出一个简单且已知的数学规划模型特例能隐式归一化，避免复杂模型中的无界、不当解等问题，对判别分析研究者有参考价值。
ABSTRACT In recent years, much research has been done on the application of mathematical programming (MP) techniques to the discriminant problem. While promising results have been obtained, many of these techniques are plagued by a number of problems associated with the model formulation including unbounded, improper, and unacceptable solutions as well as solution instability under linear transformation of the data. In attempting to solve these problems, numerous formulations have been proposec involving additional variables and/or normalization constraints. While effective, these models can also become quite complex. In this paper we demonstrate that a simple, well‐known special case of Hand's [13] original formulation provides an implicit normalization which avoids the problems for which various complicated remedies have been devised. While other researchers have made use of this formulation, its properties have not previously been fully recognized.