Diagonal Matrix Scaling and Linear Programming

DOI10.1137/0802034zbMATH Open0770.90043OpenAlexW2066917381MaRDI QIDQ4015441FDOQ4015441

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

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zbMATH Keywords

diagonal matrix scalingpositive semidefinite symmetric matrixdoubly quasi-stochastic matrixsimple path-following Newton algorithm

Mathematics Subject Classification ID

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

Cited In (24)

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• Diagonal matrix scaling is NP-hard
• Scaling symmetric positive definite matrices to prescribed row sums.
• An algorithm for rescaling a matrix positive definite
• Semidefinite programming and matrix scaling over the semidefinite cone.
• Maximum likelihood estimation of cloud height from multi-angle satellite imagery
• A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
• Richardson method and totally nonnegative linear systems
• Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
• A procedure of Chvátal for testing feasibility in linear programming and matrix scaling
• Algorithm 1024: Spherical Triangle Algorithm: A Fast Oracle for Convex Hull Membership Queries
• Rescaled coordinate descent methods for linear programming
• Scaling of symmetric matrices by positive diagonal congruence
• On linear programming and matrix scaling over the algebraic numbers
• On the complexity of nonnegative-matrix scaling
• On the complexity of general matrix scaling and entropy minimization via the RAS algorithm
• A characterization theorem and an algorithm for a convex hull problem
• Scientific contributions of Leo Khachiyan (a short overview)

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