A semismooth Newton-type method for the nearest doubly stochastic matrix problem
DOI10.1287/MOOR.2023.1382MaRDI QIDQ6563012FDOQ6563012
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)
Recommendations
- Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry
- 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
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- The nearest generalized doubly stochastic matrix to a real matrix with the same first and second moments
equivalence classquadratic convergencesemismooth Newton methodstrongly semismoothnearest doubly stochastic matrix
Quadratic programming (90C20) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)
This page was built for publication: A semismooth Newton-type method for the nearest doubly stochastic matrix problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6563012)