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20032008
most citedA direct formulation for sparse PCA using semidefinite programming

125 citations · 178 across the 13 of their papers we have counts for

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math.OC2006★ 4 cited

First-order methods for sparse covariance selection

Alexandre d'Aspremont, Onureena Banerjee, Laurent El Ghaoui

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a…

cs.CE2006

A Semidefinite Relaxation for Air Traffic Flow Scheduling

Alexandre d'Aspremont, Laurent El Ghaoui

We first formulate the problem of optimally scheduling air traffic low with sector capacity constraints as a mixed integer linear program. We then use semidefinite relaxation techn…