Using ℓ1-relaxation and integer programming to obtain dual bounds for sparse PCA
Year of publication: |
2022
|
---|---|
Authors: | Dey, Santanu S. ; Mazumder, Rahul ; Wang, Guanyi |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 3, p. 1914-1932
|
Subject: | dual bounds | ℓ1-relaxation | Optimization | sparse principal component analysis | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis | Ganzzahlige Optimierung | Integer programming |
-
rs-Sparse principal component analysis : a mixed integer nonlinear programming approach with VNS
Carrizosa, Emilio, (2014)
-
New results in semidefinite bounds for l 1-constrained nonconvex quadratic optimization
Xia, Yong, (2013)
-
Consistency cuts for Dantzig-Wolfe reformulations
Clausen, Jens Vinther, (2022)
- More ...
-
The strength of multi-row aggregation cuts for sign-pattern integer programs
Dey, Santanu S., (2018)
-
Viladomat, Júlia, (2014)
-
SparseNet: Coordinate Descent With Nonconvex Penalties
Mazumder, Rahul, (2011)
- More ...