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Discriminant analysis by linear programming;
There are two categories of observations, type 0 and type 1,
which we wish to distinguish based on explanatory variables;
Key idea: Find a scoring formula:
score( i) = beta0 + beta1*xdat( k, 1) + beta2*xdat( i, 2) + ...
and try to enforce:
score( i) < 0 if observation i is of type 0,
score( i) > 0 if observation i is of type 1;