2023
Structured BFGS Method for Optimal Doubly Stochastic Matrix Approximation
AAAI 2023technical
Doubly stochastic matrix plays an essential role in several areas such as statistics and machine learning. In this paper we consider the optimal approximation of a square matrix in the set of doubly stochastic matrices. A structured BFGS method is proposed to solve the dual of the primal problem. Th…