16 citations · 39 across the 3 of their papers we have counts for
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math.OC2020★ 16 cited
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
Dimitris Bertsimas, Ryan Cory-Wright, Jean Pauphilet
We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy , the matri…
math.OC2020★ 11 cited
Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality
Dimitris Bertsimas, Ryan Cory-Wright, Jean Pauphilet
Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the…