@article{bestsubsetselectioninreducedrank, title = {Simultaneous Best Subset Selection and Dimension Reduction via Primal-Dual Iterations}, author = {Canhong Wen and Ruipeng Dong and Xueqin Wang and Weiyu Li and Heping Zhang}, year = {2022}, eprint = {2211.15889}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2211.15889v2}, }