Mathematical programming for data mining: Formulations and challenges

This article is intended to serve as an overview of a rapidly emerging rese arch and applications area. In addition to providing a general overview, mo tivating the importance of data mining problems within the area of knowledg e discovery in databases, our aim is to list some of the pressing research challenges, and outline opportunities for contributions by the optimization research communities. Towards these goals, we include formulations of the basic categories of data mining methods as optimization problems. We also p rovide examples of successful mathematical programming approaches to some d ata mining problems.