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Code and scripts for the article Optimality Conditions for Penalized Sparse PCA

Dataset

Description

This repository contains code and scripts for conducting numerical experiments related to Optimality Conditions for Penalized Sparse PCA. The experiments explore the trade-offs between variance explained and sparsity and compare different penalties (L1, L0, SCAD).
Date made available24 Jan 2025
PublisherGitHub

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  • Optimality conditions for penalized sparse PCA

    Guerra-Urzola, R., Vera, J. C. & Deun, K. V., Sept 2025, (E-pub ahead of print) In: Optimization and Engineering. 2025, 20 p.

    Research output: Contribution to journal › Article › Scientific › peer-review

    Open Access

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