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 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)

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• 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
• Richardson method and totally nonnegative linear systems
• A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
• Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
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• Rescaled coordinate descent methods for linear programming
• Algorithm 1024: Spherical Triangle Algorithm: A Fast Oracle for Convex Hull Membership Queries
• 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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