Sparse PCA with Multiple Components

Ryan Cory-Wright
Corresponding Author
Ryan Cory-Wright
[email protected]
https://orcid.org/0000-0002-4485-0619
Department of Analytics, Marketing and Operations, Imperial Business School, London SW7 2AZ, United Kingdom
Search for more papers by this author
,
Jean Pauphilet
Jean Pauphilet
[email protected]
https://orcid.org/0000-0001-6352-0984
Management Science and Operations, London Business School, London NW1 4SA, United Kingdom
Search for more papers by this author

Ryan Cory-Wright

Corresponding Author

Ryan Cory-Wright

[email protected]

https://orcid.org/0000-0002-4485-0619

Department of Analytics, Marketing and Operations, Imperial Business School, London SW7 2AZ, United Kingdom

Search for more papers by this author

,

Jean Pauphilet

[email protected]

https://orcid.org/0000-0001-6352-0984

Management Science and Operations, London Business School, London NW1 4SA, United Kingdom

Search for more papers by this author

Published Online:25 Jun 2026https://doi.org/10.1287/opre.2023.0598

Supplemental Material

opre.2023.0598.sm2.pdf

opre.2023.0598.cd.zip

cover image Operations Research

Articles In Advance

Article Information

Supplemental Material

Metrics

Information

Received:October 31, 2023
Accepted:May 18, 2026
Published Online:June 25, 2026

Copyright © 2026, INFORMS

Cite as

Ryan Cory-Wright, Jean Pauphilet (2026) Sparse PCA with Multiple Components. Operations Research 0(0).

https://doi.org/10.1287/opre.2023.0598

Keywords

Acknowledgments

The authors are very grateful to the area editor, Samuel Burer, for several valuable comments that helped them reorganize and clarify the manuscript’s contributions. The authors are also grateful to the associate editor and the three anonymous referees for their valuable suggestions, which improved the manuscript.