Alternating direction method of multipliers for sparse principal component analysis (Q457552)

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Alternating direction method of multipliers for sparse principal component analysis
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    Alternating direction method of multipliers for sparse principal component analysis (English)
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    29 September 2014
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    sparse PCA
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    semidefinite programming
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    alternating direction method
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    augmented Lagrangian method
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    deflation
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    projection onto the simplex
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