Certifiably optimal sparse principal component analysis
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Publication:2293653
mixed integer optimizationprincipal component analysissparse eigenvaluessparse principal component analysis
Factor analysis and principal components; correspondence analysis (62H25) Statistical aspects of big data and data science (62R07) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Combinatorial optimization (90C27)
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Cited in
(20)- Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
- On polyhedral and second-order cone decompositions of semidefinite optimization problems
- Sparsistency and agnostic inference in sparse PCA
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- A strong sequential optimality condition for cardinality-constrained optimization problems
- Optimal-SPCA
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- Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
- Principal Component Analysis by Optimization of Symmetric Functions has no Spurious Local Optima
- Solving sparse principal component analysis with global support
- Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint
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- Beyond symmetry: best submatrix selection for the sparse truncated SVD
- An accelerated preconditioned primal-dual gradient algorithm for structured nonconvex optimization problems
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