Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry

DOI10.1137/050639831zbMath1140.65042OpenAlexW2021416260MaRDI QIDQ5453556

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 optimizationNewton's methodnumerical examplesquadratic convergencebest approximationdoubly stochastic matrixgeneralized Jacobian

Mathematics Subject Classification ID

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

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