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In this paper, we propose to use a new optimization method, i.e., semidefinite programming (SDP), to solve the large-margin estimation (LME) problem of continuous-density hidden Markov model (CDHMM) in speech recognition. First, we introduce a new constraint for LME to guarantee the boundedness of the margin of CDHMM. Second, we show that the LME problem subject to this new constraint can be formulated as an SDP problem under some relaxation conditions. Therefore, it can be solved using many efficient optimization algorithms specially designed for SDP. The new LME/SDP method has been evaluated on a speaker independent E-set speech recognition task using the ISOLET database and a connected digit string recognition task using the TIDIGITS database. Experimental results clearly demonstrate that large-margin estimation via semidefinite programing (LME/SDP) can significantly reduce word error rate (WER) over other existing CDHMM training methods, such as MLE and MCE. It has also been shown that the new SDP-based method largely outperforms the previously proposed LME optimization methods using gradient descent search.