An augmented Lagrangian approach for sparse principal component analysis
From MaRDI portal
Publication:715084
DOI10.1007/s10107-011-0452-4zbMath1263.90093arXiv0907.2079OpenAlexW2104417092MaRDI QIDQ715084
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.2079
Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)
Related Items
Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes, An Augmented Lagrangian Method for $\ell_{1}$-Regularized Optimization Problems with Orthogonality Constraints, Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method, Finding Dantzig selectors with a proximity operator based fixed-point algorithm, Optimal detection of sparse principal components in high dimension, An alternating direction method for finding Dantzig selectors, L1-norm-based principal component analysis with adaptive regularization, Doubly iteratively reweighted algorithm for constrained compressed sensing models, A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming, A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming, Nonmonotone gradient methods for vector optimization with a portfolio optimization application, Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems, Gradient Flows for Probabilistic Frame Potentials in the Wasserstein Space, PCA Sparsified, Generalized left-localized Cayley parametrization for optimization with orthogonality constraints, A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems, Improve robustness of sparse PCA by \(L_{1}\)-norm maximization, Robust least square semidefinite programming with applications, Alternating direction method of multipliers for sparse principal component analysis, Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing, Global convergence of ADMM in nonconvex nonsmooth optimization, From simple structure to sparse components: a review, A feasible method for optimization with orthogonality constraints, An augmented Lagrangian approach for sparse principal component analysis, Two adaptive scaled gradient projection methods for Stiefel manifold constrained optimization, An augmented Lagrangian proximal alternating method for sparse discrete optimization problems, An approximate augmented Lagrangian method for nonnegative low-rank matrix approximation, Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms, Projection onto a Polyhedron that Exploits Sparsity, Robust sparse principal component analysis, Fused Multiple Graphical Lasso, Penalty and Augmented Lagrangian Methods for Constrained DC Programming, Do semidefinite relaxations solve sparse PCA up to the information limit?
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An augmented Lagrangian approach for sparse principal component analysis
- Sparse principal component analysis via regularized low rank matrix approximation
- A coordinate gradient descent method for nonsmooth separable minimization
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- Optimization and dynamical systems
- Generalized power method for sparse principal component analysis
- Two-Point Step Size Gradient Methods
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Sparse Reconstruction by Separable Approximation
- Convex Analysis
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- The elements of statistical learning. Data mining, inference, and prediction
