Just to expand on that.  Let A be the 50 x 50 Matrix with entries A[i,j] = 1 if your matrix has a nonzero entry in position [i,j], 0 otherwise.  If P is a 50 x 50 permutation matrix, you want to minimize
f = sum(sum(C[i,j]*P[j,i],i=1..50),j=1..50)  where C[i,j] = sum(A[k,j], k= i+1 .. 50).  The constraints on the entries
of P are sum(P[i,j], j=1..50) = 1 for each i, sum(P[i,j], i=1..50) = 1 for each j, and all P[i,j] >= 0.   A basic feasible solution will automatically have all P[i,j] in {0,1}, so we don't have to specify that.  However, LPSolve's solution might not be basic (it uses an interior-point method), so I'll check the result. 

For example:

with(LinearAlgebra): with(Optimization):  
# random sparse Matrix with entries 0 and 1
A:= RandomMatrix(50,50,density=0.1, generator=1);
U:= Matrix(50,50,(i,j) -> `if`(i<j,1,0));
C:= U.A;
P:= Matrix(50,50,symbol=p);
  # the objective


f:= Trace(C.P):

 # the constraints
cons:= {seq(add(P[i,j],i=1..50)=1, j=1..50), 
 seq(add(P[i,j],j=1..50)=1, i=1..50)}:  

 # solve the linear programming problem
S:=LPSolve(f, cons, assume=nonnegative,maximize=false); 
PM:=map(round,eval(P,S[2]));
 # this should be the permutation matrix
MatrixNorm(PM . PM^%T - IdentityMatrix(50)); 
 # this should be 0 if PM is a permutation matrix

        0

AP := A . PM;     # the permuted Matrix

Just to expand on that.  Let A be the 50 x 50 Matrix with entries A[i,j] = 1 if your matrix has a nonzero entry in position [i,j], 0 otherwise.  If P is a 50 x 50 permutation matrix, you want to minimize
f = sum(sum(C[i,j]*P[j,i],i=1..50),j=1..50)  where C[i,j] = sum(A[k,j], k= i+1 .. 50).  The constraints on the entries
of P are sum(P[i,j], j=1..50) = 1 for each i, sum(P[i,j], i=1..50) = 1 for each j, and all P[i,j] >= 0.   A basic feasible solution will automatically have all P[i,j] in {0,1}, so we don't have to specify that.  However, LPSolve's solution might not be basic (it uses an interior-point method), so I'll check the result. 

For example:

with(LinearAlgebra): with(Optimization):  
# random sparse Matrix with entries 0 and 1
A:= RandomMatrix(50,50,density=0.1, generator=1);
U:= Matrix(50,50,(i,j) -> `if`(i<j,1,0));
C:= U.A;
P:= Matrix(50,50,symbol=p);
  # the objective


f:= Trace(C.P):

 # the constraints
cons:= {seq(add(P[i,j],i=1..50)=1, j=1..50), 
 seq(add(P[i,j],j=1..50)=1, i=1..50)}:  

 # solve the linear programming problem
S:=LPSolve(f, cons, assume=nonnegative,maximize=false); 
PM:=map(round,eval(P,S[2]));
 # this should be the permutation matrix
MatrixNorm(PM . PM^%T - IdentityMatrix(50)); 
 # this should be 0 if PM is a permutation matrix

        0

AP := A . PM;     # the permuted Matrix

@alex_01 : since the candidates are in random order, the best candidate has the same probability (1/n) of being first, second, ..., n'th.  That's also where I get the (k-1)/(b-1): b-1 places where the best of the first b-1 candidates could be, all with the same probability, and k-1 of them are numbers 1 to k-1.

@alex_01 : since the candidates are in random order, the best candidate has the same probability (1/n) of being first, second, ..., n'th.  That's also where I get the (k-1)/(b-1): b-1 places where the best of the first b-1 candidates could be, all with the same probability, and k-1 of them are numbers 1 to k-1.

1) B is the random variable, b is a value of the random variable.

2) There are b-1 equally likely positions for the best of the first b-1 candidates.  If that candidate is in positions 1 through k-1, the strategy works (i.e. candidates number k to b-1 are not chosen since they are worse than that candidate, and then candidate b who is the overall best will be chosen).  If that candidate is in position k through b-1, he/she will be chosen instead of candidate b, and the strategy doesn't work.

3) You mean 1/n.  There are n possible positions for the best candidate, and they are all equally likely.

4) It's sometimes called the "total probability formula".  If A is any event, and B_1, ..., B_n are events forming a partition of the sample space (i.e. every possible outcome belongs to exactly one of B_1, ..., B_n, then
P(A) = sum(P(A|B_i)*P(B_i), i=1..n).  This is very basic probability theory: look in any probability text.

5) Because P(A_k | B = b) = 0 if b < k.

6) To make it a function of k.

7) I'm getting asymptotic formulas as n -> infinity for P(k) (which, when n and k are integers, is the probability that the strategy succeeds), for the cases k = n/e and k = n/e + 1 - 1/(2*e), and their difference.

8) Say k_1 = n/e and k_2 = n/e + 1 - 1/(2*e).  Then P(k_2) - P(k_1) is approximately  0.9051258449/n^2 as n -> infinity, verifying that A_{k_2} is a slightly better strategy than A_{k_1}.

1) B is the random variable, b is a value of the random variable.

2) There are b-1 equally likely positions for the best of the first b-1 candidates.  If that candidate is in positions 1 through k-1, the strategy works (i.e. candidates number k to b-1 are not chosen since they are worse than that candidate, and then candidate b who is the overall best will be chosen).  If that candidate is in position k through b-1, he/she will be chosen instead of candidate b, and the strategy doesn't work.

3) You mean 1/n.  There are n possible positions for the best candidate, and they are all equally likely.

4) It's sometimes called the "total probability formula".  If A is any event, and B_1, ..., B_n are events forming a partition of the sample space (i.e. every possible outcome belongs to exactly one of B_1, ..., B_n, then
P(A) = sum(P(A|B_i)*P(B_i), i=1..n).  This is very basic probability theory: look in any probability text.

5) Because P(A_k | B = b) = 0 if b < k.

6) To make it a function of k.

7) I'm getting asymptotic formulas as n -> infinity for P(k) (which, when n and k are integers, is the probability that the strategy succeeds), for the cases k = n/e and k = n/e + 1 - 1/(2*e), and their difference.

8) Say k_1 = n/e and k_2 = n/e + 1 - 1/(2*e).  Then P(k_2) - P(k_1) is approximately  0.9051258449/n^2 as n -> infinity, verifying that A_{k_2} is a slightly better strategy than A_{k_1}.

@kmadkins : did you install the Maple Advisor Database?  It sounds to me like you didn't.  Do other Maple Advisor Database commands work for you?

@kmadkins : did you install the Maple Advisor Database?  It sounds to me like you didn't.  Do other Maple Advisor Database commands work for you?

@Kamel : the problem with Classic is that it doesn't fill non-convex (actually non-starshaped) polygons correctly.

@Kamel : the problem with Classic is that it doesn't fill non-convex (actually non-starshaped) polygons correctly.

@hermitian: if you don't have the Student:-NumericalAnalysis package (which was introduced, I think, in Maple 13), you can use ApproximateInt in the Student:-Calculus1 package. So replace the first and last lines with

with(Student:-Calculus1);

and

ApproximateInt(f(x), x = 0 .. 9, partition = 9, method=trapezoid);

The other lines are just to produce a function where f(0), ..., f(10) have been defined, but f(x) for symbolic x has not.  You could do the same by, somewhat tediously, assigning the values one-by-one:

f(0) := 0;
f(1) := 1;
...
f(9) := 81;
f(10) := 100;

@hermitian: if you don't have the Student:-NumericalAnalysis package (which was introduced, I think, in Maple 13), you can use ApproximateInt in the Student:-Calculus1 package. So replace the first and last lines with

with(Student:-Calculus1);

and

ApproximateInt(f(x), x = 0 .. 9, partition = 9, method=trapezoid);

The other lines are just to produce a function where f(0), ..., f(10) have been defined, but f(x) for symbolic x has not.  You could do the same by, somewhat tediously, assigning the values one-by-one:

f(0) := 0;
f(1) := 1;
...
f(9) := 81;
f(10) := 100;

The solutions of the equation t = f(t) are fixed points of the recurrence t[n] = f(t[n-1]), but in order for the recurrence, started sufficiently close to a solution s, to converge to that solution, you want |f'(s)| < 1.  You'll get really fast (quadratic rather than linear) convergence if f'(s) = 0.  Try it with B = -2*C*s and y = 1+s*A-C*s^3,
where the desired solution is s.

The solutions of the equation t = f(t) are fixed points of the recurrence t[n] = f(t[n-1]), but in order for the recurrence, started sufficiently close to a solution s, to converge to that solution, you want |f'(s)| < 1.  You'll get really fast (quadratic rather than linear) convergence if f'(s) = 0.  Try it with B = -2*C*s and y = 1+s*A-C*s^3,
where the desired solution is s.

Sorry, that should be Surfplot.  And the correct link (from the posting by jakubi in
<http://www.mapleprimes.com/questions/38398-surface-Plots>) is
<http://www.mapleprimes.com/view.aspx?sf=96307/280321/surfplot.zip>.  That is a zip archive containing files Surfplot.ind, Surfplot.lib and 8933_data2.mw.  Extract these to a directory, open the worksheet 8933_data2.mw, and follow the directions there.  Here's the plot I get: