Approximation bounds for sparse principal component analysis

DOI10.1007/s10107-014-0751-7zbMath1303.90079arXiv1205.0121MaRDI QIDQ484129

Yong-Cai Geng, Sumit K. Garg

Publication date: 18 December 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.0121

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

90C22: Semidefinite programming

90C27: Combinatorial optimization

Uses Software

• Outward rotations