Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA

DOI10.1287/opre.2021.2153zbMath1496.90054arXiv1810.09062OpenAlexW3212062408MaRDI QIDQ5095184

Rahul Mazumder, Guanyi Wang, Santanu S. Dey

Publication date: 5 August 2022

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.09062

zbMATH Keywords

optimizationsparse principal component analysisdual bounds\( \ell_1\)-relaxation

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Integer programming (90C10)

Related Items (2)

Grouped variable selection with discrete optimization: computational and statistical perspectives ⋮ Unnamed Item

Uses Software

• PMA
• Optimal-SPCA

Cites Work

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