The Geodesic Classification Problem on Graphs

Abstract

Motivated by the significant advances in integer optimization in the past decade, Bertsimas and Shioda developed an integer optimization method to the classical statistical problem of classification in a multidimensional space, delivering a software package called CRIO (Classification and Regression via Integer Optimization). Following those ideas, we define a new classification problem, exploring its combinatorial aspects. That problem is defined on graphs using the geodesic convexity as an analogy of the Euclidean convexity in the multidimensional space. We denote such a problem by Geodesic Classification (GC) problem. We propose an integer programming formulation for the GC problem along with a branch-and-cut algorithm to solve it. Finally, we show computational experiments in order to evaluate the combinatorial optimization efficiency and classification accuracy of the proposed approach.