Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry

DOI10.1137/050639831zbMATH Open1140.65042OpenAlexW2021416260MaRDI QIDQ5453556FDOQ5453556

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

Recommendations

• Un problème d'approximation matricielle : quelle est la matrice bistochastique la plus proche d'une matrice donnée ?
• The nearest `doubly stochastic' matrix to a real matrix with the same first moment
• On a numerical construction of doubly stochastic matrices with prescribed eigenvalues
• A theoretical algorithm for the closest matrices in the space of Doubly Stochastic Matrices
• The nearest generalized doubly stochastic matrix to a real matrix with the same first and second moments

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)

Cited In (12)

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

This page was built for publication: Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5453556)