On the determinant and its derivatives of the rank-one corrected generator of a Markov chain on a graph

We present an algorithm to find the determinant and its first and second derivatives of a rank-one corrected generator matrix of a doubly stochastic Markov chain. The motivation arises from the fact that the global minimiser of this determinant solves the Hamiltonian cycle problem. It is essential f...

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Veröffentlicht in:	Journal of global optimization 2013-08, Vol.56 (4), p.1425-1440
Hauptverfasser:	Filar, J. A., Haythorpe, M., Murray, W.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Analysis Computer Science Decomposition Derivatives Graph theory Integer programming Markov analysis Markov processes Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Real Functions Traveling salesman problem
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