Abstract
Given two finite sets of points X+ and X- in ℝn, the maximum box problem consists of finding an interval ("box") B = {x : 1 ≤ x ≤ u} such that B ∩ X- = 0, and the cardinality of B ∩ X+ is maximized. A simple generalization can be obtained by instead maximizing a weighted sum of the elements of B ∩ X+. While polynomial for any fixed n, the maximum box problem is NP-hard in general. We construct an efficient branch-and-bound algorithm for this problem and apply it to a standard problem in data analysis. We test this method on nine data sets, seven of which are drawn from the UCI standard machine learning repository.
Original language | English (US) |
---|---|
Pages (from-to) | 285-298 |
Number of pages | 14 |
Journal | Computational Optimization and Applications |
Volume | 23 |
Issue number | 3 |
DOIs | |
State | Published - Dec 2002 |
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Computational Mathematics
- Applied Mathematics
Keywords
- Branch and bound
- Data analysis
- Discrete optimization
- Patterns