International audienceBirkhoff-von Neumann (BvN) decomposition of doubly stochastic matrices expresses a double stochastic matrix as a convex combination of a number of permutation matrices. There are known upper and lower bounds for the number of permutation matrices that take part in the BvN decomposition of a given doubly stochastic matrix. We investigate the problem of computing a decomposition with the minimum number of permutation matrices and show that the associated decision problem is strongly NP-complete. We propose a heuristic and investigate it theoretically and experimentally
summary:The Bruhat order is defined in terms of an interchange operation on the set of permutation m...
AbstractThe existence of even or odd diagonals in doubly stochastic matrices depends on the number o...
Two maximum entropy convex decompositions are computed with the use of the iterative proportional fi...
International audienceThe well-known Birkhoff-von Neumann (BvN) decomposition expresses a doubly sto...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
AbstractIt has been conjectured that if A is a doubly stochastic n>× n matrix such that per A(i, j)≥...
AbstractWe consider the set of n×n matrices X=(xij) for which ∑iϵI∑jϵJxij ⩾ |I|+|J|−n, for all I,J⊆ ...
The topic of this thesis is linear optimization in relation to doubly stochastic matrices, which con...
AbstractDoubly stochastic matrices are defined which have entries from an arbitrary vector space V. ...
The Bruhat order is defined in terms of an interchange operation on the set of permutation matrices ...
AbstractThe following result is proved: If A and B are distinct n × n doubly stochastic matrices, th...
AbstractIn this paper, we show that a problem of finding a permuted version of k vectors from RN suc...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
AbstractMirsky (1963) raised the question of characterizing Ω0n, the convex hull of the nonidentity ...
summary:The Bruhat order is defined in terms of an interchange operation on the set of permutation m...
AbstractThe existence of even or odd diagonals in doubly stochastic matrices depends on the number o...
Two maximum entropy convex decompositions are computed with the use of the iterative proportional fi...
International audienceThe well-known Birkhoff-von Neumann (BvN) decomposition expresses a doubly sto...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
The well-known Birkhoff–von Neumann (BvN) decomposition expresses a doubly stochastic matrix as a co...
AbstractIt has been conjectured that if A is a doubly stochastic n>× n matrix such that per A(i, j)≥...
AbstractWe consider the set of n×n matrices X=(xij) for which ∑iϵI∑jϵJxij ⩾ |I|+|J|−n, for all I,J⊆ ...
The topic of this thesis is linear optimization in relation to doubly stochastic matrices, which con...
AbstractDoubly stochastic matrices are defined which have entries from an arbitrary vector space V. ...
The Bruhat order is defined in terms of an interchange operation on the set of permutation matrices ...
AbstractThe following result is proved: If A and B are distinct n × n doubly stochastic matrices, th...
AbstractIn this paper, we show that a problem of finding a permuted version of k vectors from RN suc...
The classic Birkhoff–von Neumann theorem states that the set of doubly stochastic matrices is the co...
AbstractMirsky (1963) raised the question of characterizing Ω0n, the convex hull of the nonidentity ...
summary:The Bruhat order is defined in terms of an interchange operation on the set of permutation m...
AbstractThe existence of even or odd diagonals in doubly stochastic matrices depends on the number o...
Two maximum entropy convex decompositions are computed with the use of the iterative proportional fi...