Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry

DOI10.1137/050639831MaRDI QIDQ5453556zbMATHOpenAlexFDO

Authors Zheng-Jian Bai, Delin Chu, Roger C. E. Tan

Publication date 3 April 2008

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/050639831

zbMATH Keywords

convex optimizationnumerical examplesbest approximationdoubly stochastic matrixNewton's methodgeneralized Jacobianquadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic matrices (15B51)

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Cited in

(12)

• On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope
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• A partial proximal point algorithm for nuclear norm regularized matrix least squares problems
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• The diameter of the Birkhoff polytope
• The nearest `doubly stochastic' matrix to a real matrix with the same first moment
• Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata
• Un problème d'approximation matricielle : quelle est la matrice bistochastique la plus proche d'une matrice donnée ?
• \(L_p\)-norm regularization algorithms for optimization over permutation matrices
• A semismooth Newton-type method for the nearest doubly stochastic matrix problem
• A theoretical algorithm for the closest matrices in the space of Doubly Stochastic Matrices
• A fast solver for generalized optimal transport problems based on dynamical system and algebraic multigrid

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