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Perform two linear combination methods for biomarkers: (1) Empirical performance optimization for specificity (or sensitivity) at a controlled sensitivity (or specificity) level of Huang and Sanda (2022) doi:10.1214/22-aos2210, and (2) weighted maximum score estimator with empirical minimization of averaged false positive rate and false negative rate. Both adopt the algorithms of Huang and Sanda (2022) doi:10.1214/22-aos2210. 'MOSEK' solver is used and needs to be installed; an academic license for 'MOSEK' is free.

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