A geometric programming approach to solve van der waerden conjecture on doubly stochastic matrices

dc.contributor.author	Raghavachari, M.
dc.date.accessioned	2010-03-13T12:25:46Z
dc.date.available	2010-03-13T12:25:46Z
dc.date.copyright	1976-11
dc.date.issued	2010-03-13T12:25:46Z
dc.identifier.uri	http://hdl.handle.net/11718/1080
dc.description.abstract	In 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.iso	en	en
dc.relation.ispartofseries	WP;1976/138
dc.subject	Geometric Programmeming	en
dc.title	A geometric programming approach to solve van der waerden conjecture on doubly stochastic matrices	en
dc.type	Working Paper	en