Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA.
Santanu S. DeyRahul MazumderGuanyi WangPublished in: Oper. Res. (2022)
Keyphrases
- integer programming
- lagrangian relaxation
- np hard
- linear programming relaxation
- linear programming
- sparse pca
- constraint programming
- valid inequalities
- column generation
- cutting plane algorithm
- set covering problem
- upper bound
- lower bound
- cutting plane
- set covering
- mixed integer programming
- integer program
- lower and upper bounds
- integer programming formulations