Solving a large scale semi-definite logit model (Q970129): Difference between revisions

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+Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
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+The Cutting-Plane Method for Solving Convex Programs
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+Failure discrimination and rating of enterprises by semi-definite programming
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+Optimization on low rank nonconvex structures
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+Estimation of failure probability using semi-definite logit model
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+Cutting plane algorithms for nonlinear semi-definite programming problems with applications
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+The Supporting Hyperplane Method for Unimodal Programming
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+Publication:970129