Journée, Michel; Nesterov, Yurii; Richtarik, Peter; … - Center for Operations Research and Econometrics (CORE), … - 2008
In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal component of a data matrix, or more components at...
