Solving a large scale semi-definite logit model
type: Item
instance of: scholarly article
title: Solving a large scale semi-definite logit model
zbMATH Open document ID: 1185.90004
author: Hiroshi Konno
author: Sadanori Kameda
author: Naoya Kawadai
published in: Computational Management Science
publication date: 2010-05-10T00:00:00Z
Mathematics Subject Classification ID: 90-08
zbMATH DE Number: 5706018
zbMATH Keywords: failure probability
zbMATH Keywords: failure discriminant analysis
zbMATH Keywords: quadratic logit model
zbMATH Keywords: semi-definite condition
MaRDI profile type: Publication
full work available at URL: s10287-008-0078-z
OpenAlex ID: W2067108775
cites work: Q3151174
cites work: Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
cites work: The Cutting-Plane Method for Solving Convex Programs
cites work: Failure discrimination and rating of enterprises by semi-definite programming
cites work: Optimization on low rank nonconvex structures
cites work: Estimation of failure probability using semi-definite logit model
cites work: Cutting plane algorithms for nonlinear semi-definite programming problems with applications
cites work: The Supporting Hyperplane Method for Unimodal Programming
DOI: 10.1007/S10287-008-0078-Z
description: scientific article; zbMATH DE number 5706018