scientific article; zbMATH DE number 7625166
From MaRDI portal
Publication:5054600
Ryan Cory-Wright, Jean Pauphilet, Dimitris J. Bertsimas
Publication date: 29 November 2022
Full work available at URL: https://arxiv.org/abs/2005.05195
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (5)
A new perspective on low-rank optimization ⋮ Cardinality-constrained distributionally robust portfolio optimization ⋮ Practical approximation algorithms for \(\ell_1\)-regularized sparse rank-1 approximation to higher-order tensors ⋮ PCA Sparsified ⋮ Conic formulation of QPCCs applied to truly sparse QPs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- A well-conditioned estimator for large-dimensional covariance matrices
- Statistical and computational trade-offs in estimation of sparse principal components
- Clustering and feature selection using sparse principal component analysis
- Optimal detection of sparse principal components in high dimension
- Approximation bounds for sparse principal component analysis
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- The varimax criterion for analytic rotation in factor analysis
- High-dimensional analysis of semidefinite relaxations for sparse principal components
- The difference between \(5\times 5\) doubly nonnegative and completely positive matrices
- Randomized rounding: A technique for provably good algorithms and algorithmic proofs
- Doubly diagonally dominant matrices
- Optimization of demand response through peak shaving
- On max-\(k\)-sums
- Separating doubly nonnegative and completely positive matrices
- Sparse classification: a scalable discrete optimization perspective
- A fast, provably accurate approximation algorithm for sparse principal component analysis reveals human genetic variation across the world
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Certifiably optimal sparse principal component analysis
- On polyhedral and second-order cone decompositions of semidefinite optimization problems
- A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems
- Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices
- NP-hardness and inapproximability of sparse PCA
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- On factor width and symmetric \(H\)-matrices
- Limits for the characteristic roots of a matrix. IV. Applications to stochastic matrices
- Branch-and-Price: Column Generation for Solving Huge Integer Programs
- Second order cone programming relaxation of nonconvex quadratic optimization problems
- On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
- Sparse PCA: Convex Relaxations, Algorithms and Applications
- Graph expansion and the unique games conjecture
- Generalized power method for sparse principal component analysis
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- Linear Matrix Inequalities in System and Control Theory
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- A framework for solving mixed-integer semidefinite programs
- Conditional Gradient Algorithmsfor Rank-One Matrix Approximations with a Sparsity Constraint
- Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA
- A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints
- Rounding sum-of-squares relaxations
- DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Solving sparse principal component analysis with global support
This page was built for publication: