Consider the two-group personnel selection example discussed in this chapter. Some might argue that the best classification

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Consider the two-group personnel selection example discussed in this chapter. Some might argue that the best classification rule for this problem is the one that minimizes the number of misclassifications in the analysis sample. Formulate a mixed-integer programming model that could be solved to determine the linear classification rule that minimizes the number of misclassifications in the analysis sample. (Create one constraint for each observation. Include a unique binary variable in each constraint to indicate whether or not the observation is misclassified.)


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