PCA Sparsified (Q6176425)

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scientific article; zbMATH DE number 7731067

Language	Label	Description	Also known as
English	PCA Sparsified	scientific article; zbMATH DE number 7731067

Statements

scholarly article

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PCA Sparsified (English)

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10.1137/22m1492325

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Fatih S. Aktaş

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Mustafa Çelebi Pinar

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SIAM Journal on Optimization

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publication date

23 August 2023

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

sparse PCA

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SDP

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reweighted optimization

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\(\ell_1\) norm minimization

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CGAL

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ADMM

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1137/22m1492325

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Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration

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Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization

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LAPACK Users' Guide

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First-Order Methods in Optimization

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The sparse principal component analysis problem: optimality conditions and algorithms

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Certifiably optimal sparse principal component analysis

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information

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Enhancing sparsity by reweighted \(\ell _{1}\) minimization

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The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

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Identifying small mean-reverting portfolios

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A Direct Formulation for Sparse PCA Using Semidefinite Programming

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An exact approach to sparse principal component analysis

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Updating the Inverse of a Matrix

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Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

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On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method

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Multiplier and gradient methods

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Generalized power method for sparse principal component analysis

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Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start

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ARPACK Users' Guide

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Sparsistency and agnostic inference in sparse PCA

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Splitting Algorithms for the Sum of Two Nonlinear Operators

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Cones of Matrices and Set-Functions and 0–1 Optimization

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An augmented Lagrangian approach for sparse principal component analysis

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Clustering and feature selection using sparse principal component analysis

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Convex approximations to sparse PCA via Lagrangian duality

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Conditional Gradient Algorithmsfor Rank-One Matrix Approximations with a Sparsity Constraint

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Smooth minimization of non-smooth functions

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Complexity bounds for primal-dual methods minimizing the model of objective function

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Lectures on convex optimization

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Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

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Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes

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On general minimax theorems

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Minimax sparse principal subspace estimation in high dimensions

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Scalable Semidefinite Programming

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Sitelinks

Mathematics(1 entry)

mardi Publication:6176425

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