Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality

Journal

Journal of Machine Learning Research

Subject

Management Science and Operations

Publishing details

Journal of Machine Learning Research 2022 Vol 23:13 p 1-35 In Press

Authors / Editors

Bertsimas D; Cory-Wright R; Pauphilet J

Biographies

Pauphilet J

Publication Year

2022

Keywords

Sparse PCA, Sparse Eigenvalues, Semidefinite Optimization