A problem of matrix approximation: what is the doubly stochastic matrix which is nearest to a given matrix?

A problem of matrix approximation: what is the doubly stochastic matrix which is nearest to a given matrix?

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Article ID: iaor20071419
Country: France
Volume: 39
Issue: 1
Start Page Number: 35
End Page Number: 54
Publication Date: Jan 2005
Journal: RAIRO Operations Research
Authors:
Abstract:

We are interested in the following work in the doubly stochastic matrix nearness problem. Instances of this problem occur in different fields: aggregation of preferences in operational research, calculus of variations and shape optimization, etc. We propose here a direct study via the projection theorem and a numerical resolution inspired by the alternating projections algorithm of Boyle–Dykstra.

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