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

Journal of Computational and Applied Mathematics

Volumn 146, Issue 1, 2002, Pages 141-154

  Konno, Hiroshi ^a   Gotoh, Jun ya ^b   Uno, Takeaki ^c   Yuki, Atsushi ^d  

^a CHUO UNIVERSITY   (Japan)

^b UNIVERSITY OF TSUKUBA   (Japan)

^c NATIONAL INSTITUTE OF INFORMATICS   (Japan)

^d 1 4 3 Marunouchi   (Japan)

Author keywords

Cancer diagnosis; Cutting plane method; Ellipsoidal separation; Failure discriminant analysis; Semi definite programming

Indexed keywords

DIAGNOSIS; TUMORS;

HYPER-ELLIPSOIDAL SURFACE;

ALGORITHMS;

ALGORITHM;

EID: 0036724814     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(02)00424-7     Document Type: Article

References (14)

1. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy
2. On the relation between option and stock prices: A convex optimization approach
3. An interior-point method for semi-definite programming
4. Predicting corporate bankruptcy and financial distress: Information value added by multinomial logit models
5. Failure discrimination and rating of enterprises by semi-definite programming
6. Breast cancer diagnosis and prognosis via linear programming
7. Pattern separation by convex programming
8. Semi-definite programming