@article{solvinglargescalesparsepcatocertifiable,
  title = {Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality},
  author = {Dimitris Bertsimas and Ryan Cory-Wright and Jean Pauphilet},
  year = {2020},
  eprint = {2005.05195},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.05195v4},
}