Estimation of failure probability using semi-definite logit model

DOI10.1007/S10287-003-0001-6MaRDI QIDQ2386627zbMATH OpenOpenAlexFDO

Authors Hiroshi Konno, Naoya Kawadai, Dai Wu

Publication date 25 August 2005

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10287-003-0001-6

zbMATH Keywords

failure probabilitysemi-definite programmingcutting plane algorithmfailure discriminant analysissemi-definite logit model

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of mathematical programming (90C90) Semidefinite programming (90C22) Operations research and management science (90B99)

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• Choosing the best set of variables in regression analysis using integer programming
• On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
• Multi-step methods for choosing the best set of variables in regression analysis
• Regression modeling of competing crude failure probabilities
• Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
• A revised sequential quadratic semidefinite programming method for nonlinear semidefinite optimization
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• A primal-dual interior point method for nonlinear semidefinite programming

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