A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem (Xinxin Li)

14.04.2026 14:00 – 15:00

In this talk, we study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where the nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of strongly semismooth functions. We show that the nonsingularity of the Jacobian does not hold for this system. By exploiting the problem structure, we construct a modified two step semismooth Newton method that guarantees a nonsingular Jacobian matrix at each iteration, and that converges to the nearest doubly stochastic matrix quadratically.

Lieu

Conseil Général 7-9, Room 1-05, Séminaire d'analyse numérique

entrée libre