@article{JMLR:v23:20-1188,
  author  = {Dimitris Bertsimas and Ryan Cory-Wright and Jean Pauphilet},
  title   = {Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality},
  journal = {Journal of Machine Learning Research},
  year    = {2022},
  volume  = {23},
  number  = {13},
  pages   = {1--35},
  url     = {http://jmlr.org/papers/v23/20-1188.html}
}