A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis
DOI10.1016/S0377-0427(02)00424-7zbMATH Open1007.65042OpenAlexW1983698611MaRDI QIDQ697556FDOQ697556
Authors: Hiroshi Konno, Takeaki Uno, Atsushi Yuki, Jun-Ya Gotoh 
Publication date: 17 September 2002
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00424-7
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convergencenumerical resultsalgorithmcutting plane methodsemi-definite programmingcancer diagnosisellipsoidal separationfailure discriminant analysis
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Cell biology (92C37) Extreme-point and pivoting methods (90C49)
Cites Work
- Semidefinite Programming
- Title not available (Why is that?)
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- An Interior-Point Method for Semidefinite Programming
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Breast Cancer Diagnosis and Prognosis Via Linear Programming
- Title not available (Why is that?)
- Pattern separation by convex programming
- Failure discrimination and rating of enterprises by semi-definite programming
Cited In (11)
- Solving a large scale semi-definite logit model
- Failure discrimination and rating of enterprises by semi-definite programming
- Sharp Upper and Lower Bounds for Basket Options
- An algorithm for the estimation of minimal cut and path sets from field failure data
- Polyhedral approximations of the semidefinite cone and their application
- Title not available (Why is that?)
- A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems
- An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
- Cutting plane algorithms for nonlinear semi-definite programming problems with applications
- Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
- Cutting plane algorithms for robust conic convex optimization problems
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