Given a matrixmatrices $\Gamma_1 \in \mathbb R^{n \times n}$$\Gamma_1, C \in \mathbb R^{n \times n}$, find a matrix $\Gamma \in \mathbb R^{n \times n}$ that minimizes the Kullback-Leibler divergencematrix norm of $D_{\text{KL}}$$\Gamma - \Gamma_1$ subject to constraints
$$\begin{array}{ll} \min_\Gamma & D_{\text{KL}}( \Gamma \| \Gamma_1 )\quad \text{subject to} & \Gamma 1_n = 1_n\\ & \Gamma^{\top} 1_n = 1_n\end{array}$$$$\begin{array}{ll} \text{minimize} & \| \Gamma - \Gamma_1 \|\\ \text{subject to} & \Gamma 1_n = 1_n\\ & \Gamma^{\top} 1_n = 1_n\\ & C \Gamma = 1_n 1_n^{\top}\end{array}$$
How can I solve it using MATLAB? I find someone uses Iterative Bregman Projections. Or can this be solved by using proximal methods?
What about adding another constraint $C_{n \times n} \Gamma =1_n 1_n^{T}$. IsAre there anyany methods to solve it. As it'sIt's very important for my current research,. I hope someone could help me.