A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis (Q697556)
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scientific article; zbMATH DE number 1801724
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| English | A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis |
scientific article; zbMATH DE number 1801724 |
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A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis (English)
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17 September 2002
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The authors propose a new cutting plane algorithm for solving a class of semi-definite programming problems with a small number of variables and a large number of constraints. The convergence property of the algorithm is proved under a simplifying assumption. Some numerical results are shown by applying the algorithm to solve the failure discrimination problems and randomly generated problems.
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semi-definite programming
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ellipsoidal separation
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cutting plane method
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failure discriminant analysis
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cancer diagnosis
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algorithm
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convergence
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numerical results
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0.7911932468414307
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0.7834604978561401
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0.7817944288253784
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