Optimal-SPCA

MaRDI QIDQ43532swMATHFDO

Official website https://zenodo.org/record/2027898#.XkO80uEo8_c

Source code repository https://github.com/lauren897/Optimal-SPCA

Described by source

• Certifiably optimal sparse principal component analysis

Cited in

(10)

• Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
• Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
• scientific article; zbMATH DE number 7387624 (Why is no real title available?)
• On polyhedral and second-order cone decompositions of semidefinite optimization problems
• ParNes
• iPiasco
• SCIP-SDP
• PMA
• GESPAR
• LPCCbnc

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