Exact and approximation algorithms for sparse principal component analysis
Year of publication: |
2025
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Authors: | Li, Yongchun ; Xie, Weijun |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 37.2025, 3, p. 582-602
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Subject: | mixed-integer programming | semidefinite programming | greedy | local search | sparse PCA | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Algorithmus | Algorithm | Hauptkomponentenanalyse | Principal component analysis | Ganzzahlige Optimierung | Integer programming |
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