A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem
نویسندگان
چکیده
We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where nonsingularity of Jacobian can fail. The optimality conditions this are formulated as system strongly functions. show that does not hold system. By exploiting structure, we construct modified two step Newton guarantees nonsingular at each iteration, and converges to quadratically. Funding: This work was supported by Canadian Network Research Innovation in Machining Technology. research H. Hu, Im, Wolkowocz Natural Sciences Engineering Council Canada. X. Li National Science Foundation China [No. 11601183] Young Scientist Jilin Province 20180520212JH].
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2023
ISSN: ['0364-765X', '1526-5471']
DOI: https://doi.org/10.1287/moor.2023.1382