Convex approximations to sparse PCA via Lagrangian duality
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Publication:631218
DOI10.1016/J.ORL.2010.11.005zbMATH Open1207.90082OpenAlexW2056630835MaRDI QIDQ631218FDOQ631218
Authors: Ronny Luss, Marc Teboulle 
Publication date: 22 March 2011
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2010.11.005
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Cites Work
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- Smooth minimization of non-smooth functions
- Optimal solutions for sparse principal component analysis
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
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- Gradient-based algorithms with applications to signal-recovery problems
- Smoothing technique and its applications in semidefinite optimization
- Low-rank approximations with sparse factors. I: Basic algorithms and error analysis
- Low-Rank Approximations with Sparse Factors II: Penalized Methods with Discrete Newton-Like Iterations
- On semidefinite bounds for maximization of a non-convex quadratic objective over thel1unit ball
Cited In (10)
- Complexity and nonlinear semidefinite programming reformulation of \(\ell_1\)-constrained nonconvex quadratic optimization
- Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
- Projections onto the intersection of a one-norm ball or sphere and a two-norm ball or sphere
- Title not available (Why is that?)
- A new semidefinite relaxation for \(L_{1}\)-constrained quadratic
- PCA Sparsified
- Alternating direction method of multipliers for penalized zero-variance discriminant analysis
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- Alternating direction method of multipliers for sparse principal component analysis
- Rate-optimal posterior contraction for sparse PCA
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