A Direct Formulation for Sparse PCA Using Semidefinite Programming

Alexandre d Aspremont, Laurent El Ghaoui, Michael I. Jordan, Gert R. G. Lanckriet. A Direct Formulation for Sparse PCA Using Semidefinite Programming. In Advances in Neural Information Processing Systems 17 [Neural Information Processing Systems, NIPS 2004, December 13-18, 2004, Vancouver, British Columbia, Canada]. pages 41-48, 2004. [doi]

Authors

Alexandre d Aspremont

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Laurent El Ghaoui

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Michael I. Jordan

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Gert R. G. Lanckriet

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