A tabu search with an oscillation strategy for the discriminant analysis problem

Abstract

This article proposes a tabu search approach to solve a mathematical programming formulation of the linear classification problem, which consists of determining an hyperplane that separates two groups of points as well as possible in ℜ m . The tabu search approach proposed is based on a non-standard formulation using linear system infeasibility. The search space is the set of bases defined on the matrix that describes the linear system. The moves are performed by pivoting on a specified row and column. On real machine learning databases, our approach compares favorably with implementations based on parametric programming and irreducible infeasible constraint sets. Additional computational results for randomly generated instances confirm that our method provides a suitable alternative to the mixed integer programming formulation that is solved by a commercial code when the number of attributes m increases.