Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis

Jinhak Kim, Mohit Tawarmalani, Jean-Philippe P. Richard. Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis. Math. Oper. Res., 47(4):2547-2584, November 2022. [doi]

Abstract

Abstract is missing.