The algorithms implemented here solve the problem of finding a (structured) perturbation matrix to be added to a given stochastic matrix in such a way that the Kemeny's constant of the resulting matrix is smaller than that of the starting matrix. That is, that the chain connection is improved.
This project uses Manopt, the MATLAB toolbox for optimization on manifolds, included as a Git submodule.
To clone the repository along with the Manopt submodule, use:
git clone --recurse-submodules [email protected]:Cirdans-Home/optimize-kemeny.gitIf you've already cloned the repository without submodules, run:
cd optimize-kemeny
git submodule update --init --recursiveAfter cloning, you can set up Manopt in MATLAB with:
addpath('manopt');
importmanopt; % optional, if available
checkinstall; % optional, to verify the installationYou are now ready to use the functions in our code which rely on Manopt
If you use our code together with any version of Manopt please cite
@Article{manopt,
author = {Boumal, N. and Mishra, B. and Absil, P.-A. and Sepulchre, R.},
journal = {Journal of Machine Learning Research},
title = {{M}anopt, a {M}atlab Toolbox for Optimization on Manifolds},
year = {2014},
number = {42},
pages = {1455--1459},
volume = {15},
url = {https://www.manopt.org}
}