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    2011
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    Convex approximations to sparse PCA via Lagrangian duality
    13 years 1 months ago
    Convex approximations to sparse PCA via Lagrangian duality
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    We derive a convex relaxation for cardinality constrained Principal Component Analysis (PCA) by using a simple representation of the L1 unit ball and standard Lagrangian duality. ...
    Ronny Luss, Marc Teboulle
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