Computing the nearest doubly stochastic matrix with a prescribed entry
10.1137/050639831
Saved in:
Main Authors: | Bai, Z.-J., Chu, D., Tan, R.C.E. |
---|---|
Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/103033 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
A quadratically convergent newton method for computing the nearest correlation matrix
by: Qi, H., et al.
Published: (2014) -
Calibrating least squares semidefinite programming with equality and inequality constraints
by: Gao, Y., et al.
Published: (2014) -
Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
by: Chen, X.D., et al.
Published: (2013) -
A Penalty Method for Correlation Matrix Problems with Prescribed Constraints
by: CHEN XIAOQUAN
Published: (2011) -
Sub-quadratic convergence of a smoothing Newton algorithm for the P 0 - And monotone LCP
by: Huang, Z.-H., et al.
Published: (2014)