Solving a large scale semi-definite logit model

DOI10.1007/s10287-008-0078-zzbMath1185.90004OpenAlexW2067108775MaRDI QIDQ970129

Naoya Kawadai, Hiroshi Konno, Sadanori Kameda

Publication date: 10 May 2010

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

Full work available at URL: https://doi.org/10.1007/s10287-008-0078-z

zbMATH Keywords

failure probabilityfailure discriminant analysisquadratic logit modelsemi-definite condition

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (1)

A two step algorithm for solving a large scale semi-definite logit model

Cites Work

• Unnamed Item
• Optimization on low rank nonconvex structures
• 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
• The Supporting Hyperplane Method for Unimodal Programming
• Failure discrimination and rating of enterprises by semi-definite programming

This page was built for publication: Solving a large scale semi-definite logit model