An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis

Shixiang Chen, Shiqian Ma, Lingzhou Xue, Hui Zou. An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis. INFORMS J. Optim., 2(3):192-208, July 2020. [doi]

Abstract

Abstract is missing.