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05/12/2023
On the Partial Convexification for Low-Rank Spectral Optimization: Rank Bounds and Algorithms
A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objec...
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10/28/2022
On the Exactness of Dantzig-Wolfe Relaxation for Rank Constrained Optimization Problems
This paper studies the rank constrained optimization problem (RCOP) that...
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08/28/2020
Exact and Approximation Algorithms for Sparse PCA
Sparse PCA (SPCA) is a fundamental model in machine learning and data an...
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01/23/2020