"Certifiably optimal sparse principal component analysis."

Lauren Berk, Dimitris Bertsimas (2019)

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DOI: 10.1007/S12532-018-0153-6

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type: Journal Article

metadata version: 2023-08-28

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Lauren Berk, Dimitris Bertsimas:
Certifiably optimal sparse principal component analysis. Math. Program. Comput. 11(3): 381-420 (2019)

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