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]

@article{KimTR22,
  title = {Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis},
  author = {Jinhak Kim and Mohit Tawarmalani and Jean-Philippe P. Richard},
  year = {2022},
  month = {November},
  doi = {10.1287/moor.2021.1219},
  url = {https://doi.org/10.1287/moor.2021.1219},
  researchr = {https://researchr.org/publication/KimTR22},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {47},
  number = {4},
  pages = {2547-2584},
}