SOME DIFFICULTIES AND IMPROVEMENTS IN APPLYING LINEAR PROGRAMMING FORMULATIONS TO THE DISCRIMINANT PROBLEM

In this paper, we discuss some disturbing features of two linear programming (LP) approaches to the discriminant problem. Specifically, we show that both approaches are sensitive to the choice of origin for the data although, intuitively, placement of origin should have no effect on the method of assigning cases to groups. In addition, we show that these LP approaches may lead to discriminant functions which assign all cases to the same group. We show that the usual statistical approach to this problem does not share these difficulties, and we make recommendations for implementing these LP approaches which help to alleviate the difficulties.