2 papers
math.OC2025
A Support-Set Algorithm for Optimization Problems with Nonnegative and Orthogonal Constraints
Lei Wang, Xin Liu, Xiaojun Chen
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size exhibits a sparsity pattern such tha…
math.OC2025
Enhancing Distributional Robustness in Principal Component Analysis by Wasserstein Distances
Lei Wang, Xin Liu, Xiaojun Chen
We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The re…