![Mathematical optimization / Matrix theory / Multivariate statistics / Linear programming / Operations research / Sparse PCA / Semidefinite programming / Principal component analysis / Convex optimization / Eigenvalues and eigenvectors / Matrix / Singular value decomposition Mathematical optimization / Matrix theory / Multivariate statistics / Linear programming / Operations research / Sparse PCA / Semidefinite programming / Principal component analysis / Convex optimization / Eigenvalues and eigenvectors / Matrix / Singular value decomposition](https://www.pdfsearch.io/img/3dbca8a928060bafda82d79c072b2e21.jpg) Date: 2015-07-31 19:00:26Mathematical optimization Matrix theory Multivariate statistics Linear programming Operations research Sparse PCA Semidefinite programming Principal component analysis Convex optimization Eigenvalues and eigenvectors Matrix Singular value decomposition | | A DIRECT FORMULATION FOR SPARSE PCA USING SEMIDEFINITE PROGRAMMING∗ ALEXANDRE D’ASPREMONT† , LAURENT EL GHAOUI‡ , MICHAEL I. JORDAN§ , AND GERT R. G. LANCKRIET¶ Abstract. Given a covariance matrix, we consider Add to Reading ListSource URL: eceweb.ucsd.eduDownload Document from Source Website File Size: 220,45 KBShare Document on Facebook
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