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Mathematical optimization / Matrix theory / Data analysis / Matrices / Semidefinite programming / Singular value decomposition / Principal component analysis / Eigenvalues and eigenvectors / Convex optimization / Algebra / Mathematics / Linear algebra


A DIRECT FORMULATION FOR SPARSE PCA USING SEMIDEFINITE PROGRAMMING∗ ALEXANDRE D’ASPREMONT† , LAURENT EL GHAOUI‡ , MICHAEL I. JORDAN§ , AND
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Document Date: 2008-04-21 02:16:37


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Neural Information Processing Systems / SAC Capital / /

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Princeton University / Square Case / /

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smooth minimization algorithm / gradient algorithm / computing / convex optimization algorithms / suboptimal solution / presents applications / large linear systems / approximate solution / /

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Princeton University / /

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Av / convex optimization algorithms / smooth minimization algorithm / gradient algorithm / /

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