The area under the receiver operating characteristic (ROC) curve (AUC), long regarded as a golden measure for the predictiveness of a continuous score, has propelled the need to develop AUC-based predictors. However, the AUC-based ensemble methods are rather scant, largely due to the fact that the associated objective function is neither continuous nor concave. Indeed, there is no reliable numerical algorithm identifying optimal combination of a set of biomarkers to maximize the AUC, especially when the number of biomarkers is large.