rs-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS

DOI10.1016/J.COR.2013.04.012zbMATH Open1349.62248OpenAlexW2021808337MaRDI QIDQ337243FDOQ337243

Vanesa Guerrero, Emilio Carrizosa

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2013.04.012

zbMATH Keywords

sparse principal component analysisvariable neighborhood searchnonlinear mixed integer programming

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30) Mixed integer programming (90C11)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Principal component analysis.
• Regularization and Variable Selection Via the Elastic Net
• Exact methods for variable selection in principal component analysis: guide functions and pre-selection
• Principal Variables
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• The varimax criterion for analytic rotation in factor analysis
• Sparse principal component analysis by choice of norm
• Variable neighborhood search
• Simple Principal Components
• Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms
• Variable neighborhood search heuristics for selecting a subset of variables in principal component analysis
• Simple Component Analysis
• Criteria for Evaluating Dimension-Reducing Components for Multivariate Data
• Orthogonal simple component analysis: a new, exploratory approach
• An exact approach to sparse principal component analysis

Cited In (5)

• On mathematical optimization for clustering categories in contingency tables
• Certifiably optimal sparse principal component analysis
• Visualizing data as objects by DC (difference of convex) optimization
• Optimization problems for machine learning: a survey
• On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach

Uses Software

• Couenne

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