A stable alternative to Sinkhorn's algorithm for regularized optimal transport

DOI10.1007/978-3-030-49988-4_28zbMath1460.90029arXiv1706.07622OpenAlexW3037421851MaRDI QIDQ2663747

Sergey Omelchenko, Alexander V. Gasnikov, Pavel Dvurechensky, Alexander Tiurin

Publication date: 19 April 2021

Full work available at URL: https://arxiv.org/abs/1706.07622

zbMATH Keywords

dual problemprimal-dual methodlinear constraintssmooth convex optimizationalgorithm complexityfirst-order methodsentropy-linear programmingaccelerated gradient descententropy-regularized optimal transportSinkhorn's fixed point algorithmtraffic demand matrix estimation

Mathematics Subject Classification ID

Convex programming (90C25) Transportation, logistics and supply chain management (90B06) Traffic problems in operations research (90B20)

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