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

DOI10.1016/j.cor.2013.04.012zbMath1349.62248OpenAlexW2021808337MaRDI QIDQ337243

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

variable neighborhood searchnonlinear mixed integer programmingsparse principal component analysis

Mathematics Subject Classification ID

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

Related Items (5)

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

Uses Software

• Couenne

Cites Work

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• An exact approach to sparse principal component analysis
• The varimax criterion for analytic rotation in factor analysis
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• Variable neighborhood search
• Principal component analysis.
• Sparse principal component analysis by choice of norm
• Exact methods for variable selection in principal component analysis: guide functions and pre-selection
• Principal Variables
• Simple Component Analysis
• Simple Principal Components
• Criteria for Evaluating Dimension-Reducing Components for Multivariate Data
• Regularization and Variable Selection Via the Elastic Net
• A Direct Formulation for Sparse PCA Using Semidefinite Programming

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