Exact and approximation algorithms for sparse principal component analysis

DOI10.1287/IJOC.2022.0372MaRDI QIDQ6897721zbMATH OpenFDO

Authors Weijun Xie

Publication date 19 November 2025

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/IJOC.2022.0372

zbMATH Keywords

greedylocal searchmixed integer programmingsemidefinite programmingsparse PCA

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cited in

(2)

• On the partial convexification for low-rank spectral optimization: rank bounds and algorithms
• Sparse PCA: a new scalable estimator based on integer programming

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