A semismooth Newton-type method for the nearest doubly stochastic matrix problem

DOI10.1287/MOOR.2023.1382MaRDI QIDQ6563012zbMATH OpenFDO

Authors Hao Hu, Xin-Xin Li, Haesol Im, Henry Wolkowicz

Publication date 27 June 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/MOOR.2023.1382

zbMATH Keywords

equivalence classnearest doubly stochastic matrixquadratic convergencesemismooth Newton methodstrongly semismooth

Mathematics Subject Classification ID

Newton-type methods (49M15) Quadratic programming (90C20) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(5)

• A Jacobian-free method for the nearest doubly stochastic matrix problem
• The -condition number: applications to preconditioning and low rank generalized Jacobian updating
• A sparse smoothing Newton method for solving discrete optimal transport problems
• An augmented Lagrangian primal-dual semismooth Newton method for multi-block composite optimization
• A family of derivative-free projection methods with an adaptive Armijo line search for solving nonlinear monotone equations

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