Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis

DOI10.1287/moor.2021.1219OpenAlexW4200478062MaRDI QIDQ5870347

Jean-Philippe P. Richard, Mohit Tawarmalani, Jinhak Kim

Publication date: 9 January 2023

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

Full work available at URL: https://arxiv.org/abs/1910.02573

zbMATH Keywords

convexificationmajorizationsparse PCApermutation-invariant sets

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Approximation by convex sets (52A27)

Uses Software

• CVX
• YALMIP

Cites Work

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• Lectures on Modern Convex Optimization
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• Graph Implementations for Nonsmooth Convex Programs
• Disjunctive Programming
• The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
• Convex Analysis
• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• An Inequality

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