Solving sparse principal component analysis with global support
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Publication:6038649
DOI10.1007/s10107-022-01857-wzbMath1518.90103arXiv2010.11152WikidataQ114228483 ScholiaQ114228483MaRDI QIDQ6038649
Marco Molinaro, Santanu S. Dey, Guanyi Wang
Publication date: 2 May 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.11152
62H25: Factor analysis and principal components; correspondence analysis
90C11: Mixed integer programming
90C30: Nonlinear programming