Diagonal Matrix Scaling and Linear Programming

DOI10.1137/0802034MaRDI QIDQ4015441zbMATH OpenOpenAlexFDO

Authors Bahman Kalantari, Leonid G. Khachiyan

Publication date 13 January 1993

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0802034

zbMATH Keywords

diagonal matrix scalingdoubly quasi-stochastic matrixpositive semidefinite symmetric matrixsimple path-following Newton algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Abstract computational complexity for mathematical programming problems (90C60)

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• Learning semidefinite regularizers
• Diagonal matrix scaling is NP-hard
• A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
• On the complexity of nonnegative-matrix scaling
• On complexity of matrix scaling
• A characterization theorem and an algorithm for a convex hull problem
• Linear scaling and the DIRECT algorithm
• On the complexity of general matrix scaling and entropy minimization via the RAS algorithm
• A procedure of Chvátal for testing feasibility in linear programming and matrix scaling
• Diagonal scaling of ill-conditioned matrixes by genetic algorithm
• scientific article; zbMATH DE number 4016066 (Why is no real title available?)
• Rescaled coordinate descent methods for linear programming
• Scaling of symmetric matrices by positive diagonal congruence
• Diagonal Scalings for the Eigenstructure of Arbitrary Pencils
• Algorithm 1024: Spherical Triangle Algorithm: A Fast Oracle for Convex Hull Membership Queries
• Richardson method and totally nonnegative linear systems
• Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
• Scientific contributions of Leo Khachiyan (a short overview)
• Maximum likelihood estimation of cloud height from multi-angle satellite imagery

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