Characterization of Extreme Points of Multi-Stochastic Tensors

Stochastic matrices play an important role in the study of probability theory and statistics, and are often used in a variety of modeling problems in economics, biology and operation research. Recently, the study of tensors and their applications became a hot topic in numerical analysis and optimization. In this paper, we focus on studying stochastic tensors and, in particular, we study the extreme points of a set of multi-stochastic tensors. Two necessary and sufficient conditions for a multi-stochastic tensor to be an extreme point are established. These conditions characterize the "generators" of multi-stochastic tensors. An algorithm to search the convex combination of extreme points for an arbitrary given multi-stochastic tensor is developed. Based on our obtained results, some expression properties for third-order and n-dimensional multi-stochastic tensors (n = 3 and 4) are derived, and all extreme points of 3-dimensional and 4-dimensional triply-stochastic tensors can be produced in a simple way. As an application, a new approach for the partially filled square problem under the framework of multi-stochastic tensors is given.