A simple solution of the van der Waerden permanent problem

DOI10.1007/BF00119936MaRDI QIDQ1200638zbMATH OpenOpenAlexFDO

Authors Morgan A. Hanson

Publication date 16 January 1993

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00119936

zbMATH Keywords

mathematical programmingdoubly stochastic matrixinvexityvan der Waerden permanent problemweak type I functions

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Determinants, permanents, traces, other special matrix functions (15A15) Stochastic matrices (15B51)

Cites work

• Necessary and sufficient conditions in constrained optimization
• On sufficiency of the Kuhn-Tucker conditions
• On the minimum of the permanent of a doubly stochastic matrix
• Proof of the van der Waerden conjecture regarding the permanent of a doubly stochastic matrix
• Remarks on the van der Waerden conjecture. II
• Some remarks on the van der Waerden conjecture
• The solution of van der Waerden's problem for permanents

Cited in

(3)

• Provisional solution to a Comfort--van Mill problem
• Generalized invexity-type conditions in constrained optimization
• Solutions to two problems on permanents

This page was built for publication: A simple solution of the van der Waerden permanent problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1200638)