Convexification of permutation-invariant sets and an application to sparse principal component analysis
Year of publication: |
2022
|
---|---|
Authors: | Kim, Jinhak ; Tawarmalani, Mohit ; Richard, Jean-Philippe P. |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 4, p. 2547-2584
|
Subject: | convexification | majorization | permutation-invariant sets | sparse PCA | Hauptkomponentenanalyse | Principal component analysis | Theorie | Theory |
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