Alexandre d'Aspremont, Laurent El Ghaoui, Michael I. Jordan, Gert R. G. Lanckriet. A Direct Formulation for Sparse PCA Using Semidefinite Programming. SIAM Review, 49(3):434-448, 2007. [doi]
@article{dAspremontGJL07,
title = {A Direct Formulation for Sparse PCA Using Semidefinite Programming},
author = {Alexandre d'Aspremont and Laurent El Ghaoui and Michael I. Jordan and Gert R. G. Lanckriet},
year = {2007},
doi = {10.1137/050645506},
url = {http://dx.doi.org/10.1137/050645506},
researchr = {https://researchr.org/publication/dAspremontGJL07},
cites = {0},
citedby = {0},
journal = {SIAM Review},
volume = {49},
number = {3},
pages = {434-448},
}