rs-Sparse principal component analysis: A mixed integer nonlinear programming approach with VNS.

Emilio Carrizosa Vanesa Guerrero

Published in: Comput. Oper. Res. (2014)

Keyphrases

mixed integer nonlinear programming
sparse principal component analysis
mixed integer linear programming
nonlinear programming
metaheuristic
principle component analysis
saddle point
optimal solution
simulated annealing