A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis

DOI10.1016/S0377-0427(02)00424-7zbMath1007.65042OpenAlexW1983698611MaRDI QIDQ697556

Atsushi Yuki, Hiroshi Konno, Takeaki Uno, 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

zbMATH Keywords

algorithmconvergencenumerical resultssemi-definite programmingcutting plane methodcancer diagnosisellipsoidal separationfailure discriminant analysis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Cell biology (92C37) Extreme-point and pivoting methods (90C49)

Related Items (3)

Sharp Upper and Lower Bounds for Basket Options ⋮ Polyhedral approximations of the semidefinite cone and their application ⋮ A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems

Uses Software

• SDPA

Cites Work

• Pattern separation by convex programming
• On the Relation Between Option and Stock Prices: A Convex Optimization Approach
• Semidefinite Programming
• An Interior-Point Method for Semidefinite Programming
• Breast Cancer Diagnosis and Prognosis Via Linear Programming
• Failure discrimination and rating of enterprises by semi-definite programming
• Handbook of semidefinite programming. Theory, algorithms, and applications
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• Unnamed Item

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