Optimality conditions for penalized sparse PCA

DOI10.1007/S11081-025-10021-0MaRDI QIDQ7404344zbMATH OpenFDO

Authors Rosember Guerra-Urzola, Juan Vera, Katrijn Van Deun

Publication date 2026

Published in Optimization and Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11081-025-10021-0

zbMATH Keywords

optimality conditionspenaltiessparse PCAthresholding operators

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites work

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• Sparse Approximate Solutions to Linear Systems
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions
• Sparse principal component analysis via regularized low rank matrix approximation
• Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint
• Truncated power method for sparse eigenvalue problems
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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