rs-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS

DOI10.1016/J.COR.2013.04.012MaRDI QIDQ337243zbMATH OpenOpenAlexFDO

Authors Emilio Carrizosa, Vanesa Guerrero

Publication date 10 November 2016

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2013.04.012

zbMATH Keywords

sparse principal component analysisvariable neighborhood searchnonlinear mixed integer programming

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30) Mixed integer programming (90C11)

Recommendations

• An exact approach to sparse principal component analysis
• Projection sparse principal component analysis: an efficient least squares method
• Biobjective sparse principal component analysis
• Solving sparse principal component analysis with global support
• An augmented Lagrangian approach for sparse principal component analysis

Cites work

• scientific article; zbMATH DE number 49702 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• An exact approach to sparse principal component analysis
• Criteria for evaluating dimension-reducing components for multivariate data
• Exact methods for variable selection in principal component analysis: guide functions and pre-selection
• Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms
• Orthogonal simple component analysis: a new, exploratory approach
• Principal Variables
• Principal component analysis.
• Regularization and Variable Selection Via the Elastic Net
• Simple Component Analysis
• Simple Principal Components
• Sparse principal component analysis by choice of norm
• The varimax criterion for analytic rotation in factor analysis
• Variable neighborhood search
• Variable neighborhood search heuristics for selecting a subset of variables in principal component analysis

Cited in

(5)

• Certifiably optimal sparse principal component analysis
• On mathematical optimization for clustering categories in contingency tables
• Visualizing data as objects by DC (difference of convex) optimization
• Optimization problems for machine learning: a survey
• On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach

Describes a project that uses

Uses Software

• Couenne

This page was built for publication: \(rs\)-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q337243)