Reference : Refining Sparse Principal Components
Parts of books : Contribution to collective works
Engineering, computing & technology : Electrical & electronics engineering
Refining Sparse Principal Components
Journée, M. [Université de Liège - ULiège > > > >]
Bach, Francis mailto [Ecole Normale Supérieure de Paris > Département d’Informatique > > >]
Absil, P.-A. mailto [Université Catholique de Louvain - UCL > > > >]
Sepulchre, Rodolphe mailto [Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Recent Advances in Optimization and its Applications in Engineering
Diehl, M.
[en] In this paper, we discuss methods to refine locally optimal solutions of
sparse PCA. Starting from a local solution obtained by existing algorithms, these
methods take advantage of convex relaxations of the sparse PCA problem to propose
a refined solution that is still locally optimal but with a higher objective value.

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