https://www.researchgate.net/publication/46491236_Learning_the_optimal_kernel_for_Fisher_discriminant_analysis_via_second_order_cone_programming

Article Learning the optimal kernel for Fisher discriminant analysis...

Dear Kumar,

Do have a look on the attachments, hope these attachments will gave you some guidelines to address the said question.

http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=1527497

http://link.springer.com/article/10.1007%2Fs00170-012-4560-y

https://www.researchgate.net/publication/46491236_Learning_the_optimal_kernel_for_Fisher_discriminant_analysis_via_second_order_cone_programming

Article Learning the optimal kernel for Fisher discriminant analysis...

https://www.researchgate.net/publication/220551025_An_efficient_and_effective_method_to_solve_kernel_Fisher_discriminant_analysis

Article An efficient and effective method to solve kernel - Fisher d...