Sparse PCA on fixed-rank matrices

DOI10.1007/s10107-022-01769-9OpenAlexW4206367853MaRDI QIDQ2687042

Alberto Del Pia

Publication date: 1 March 2023

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

Full work available at URL: https://arxiv.org/abs/2201.02487

zbMATH Keywords

principal component analysispolynomial-time algorithmglobal optimumsparsityconstant-rank quadratic function

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items (1)

Solving sparse principal component analysis with global support

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