A two step algorithm for solving a large scale semi-definite logit model
From MaRDI portal
Publication:2468775
DOI10.1007/s11590-006-0023-4zbMath1160.90003MaRDI QIDQ2468775
Hiroshi Konno, Naoya Kawadai, Hiroshi Shimode
Publication date: 25 January 2008
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-006-0023-4
Cites Work
- Solving a large scale semi-definite logit model
- Cutting plane algorithms for nonlinear semi-definite programming problems with applications
- Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
- Estimation of failure probability using semi-definite logit model
- The Cutting-Plane Method for Solving Convex Programs