In an association study, empirical evidences support the commonality of gene-gene interactions. Although genetic factors play an important role in many human diseases, multiple genes or genes and environmental factors may ultimately influence individual risk for these disease. However, such interactions are difficult to detect. In this paper, we propose a penalized area under ROC curve (AUC) maximization (LpAUC) to detect gene-gene interactions. The proposed approach is demonstrated by a simulation study and real data analysis. Analyses of both real data and simulated data show the effectiveness of our approach.