Refining sparse principal components

Journée, M and Bach, F and Absil, PA and Sepulchre, R (2010) Refining sparse principal components. pp. 165-171.

Abstract

In this paper, we discuss methods to refine locally optimal solutions of sparse PCA. Starting from a local solution obtained by existing algorithms, these methods take advantage of convex relaxations of the sparse PCA problem to propose a refined solution that is still locally optimal but with a higher objective value. © 2010 Springer -Verlag Berlin Heidelberg.