The sparse principal component analysis problem: optimality conditions and algorithms

DOI10.1007/s10957-016-0934-xzbMath1376.90061arXiv1507.08029OpenAlexW2337119602MaRDI QIDQ306306

Yakov Vaisbourd, Amir Beck

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08029

zbMATH Keywords

principal component analysisnumerical methodsoptimality conditionsstationaritysparsity constrained problems

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

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Uses Software

• PMA

Cites Work

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