Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis

DOI10.1287/MOOR.2021.1219MaRDI QIDQ5870347zbMATH OpenOpenAlexFDO

Authors Jinhak Kim, Mohit Tawarmalani, Jean-Philippe Richard

Publication date 9 January 2023

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.02573

zbMATH Keywords

convexificationmajorizationpermutation-invariant setssparse PCA

Mathematics Subject Classification ID

Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Approximation by convex sets (52A27) Nonconvex programming, global optimization (90C26)

Cites work

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Cited in

(5)

• Bounded Component Analysis of Linear Mixtures: A Criterion of Minimum Convex Perimeter
• Convexification of Permutation-Invariant Sets and an Application to Sparse PCA
• Simultaneous convexification for the planar obnoxious facility location problem
• On the partial convexification of the low-rank spectral optimization: rank bounds and algorithms
• On the partial convexification for low-rank spectral optimization: rank bounds and algorithms

Describes a project that uses

Uses Software

• CVX
• YALMIP

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