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Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality

Co-author(s): R. Cory-Wright and J. Pauphilet; 
Publication Info: JMLR; 
PDF Link: https://dbertsim.mit.edu/pdfs/2021/SolvingLarge-ScaleSparsePCAtoCertifableNearOptimality.pdf; 
Keywords: