ryancorywright/ScalableSPCA.jl
Code accompanying the paper "Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality" by Bertsimas, Cory-Wright and Pauphilet
JuliaMIT
Code accompanying the paper "Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality" by Bertsimas, Cory-Wright and Pauphilet
JuliaMIT