Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/1080
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dc.contributor.authorRaghavachari, M.-
dc.date.accessioned2010-03-13T12:25:46Z-
dc.date.available2010-03-13T12:25:46Z-
dc.date.copyright1976-11-
dc.date.issued2010-03-13T12:25:46Z-
dc.identifier.urihttp://hdl.handle.net/11718/1080-
dc.description.abstractIn this paper the problem of finding the minimum of the permanent of a doubly stochastic matrix has been formulated as a reversed geometric program with a single constraint and an equivalent dual formulation is given. A related problem of reversed homogeneous posynomial programming problem is also studied.en
dc.language.isoenen
dc.relation.ispartofseriesWP;1976/138-
dc.subjectGeometric Programmemingen
dc.titleA geometric programming approach to solve van der waerden conjecture on doubly stochastic matricesen
dc.typeWorking Paperen
Appears in Collections:Working Papers

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