On the Linear Convergence of the Multimarginal Sinkhorn Algorithm
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Publication:5080502
DOI10.1137/21M1410634zbMath1505.49037OpenAlexW3168875907MaRDI QIDQ5080502
Publication date: 31 May 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1410634
linear convergenceblock coordinate descentSinkhorn algorithmmultimarginal entropic optimal transport
Numerical methods based on necessary conditions (49M05) Numerical methods for integral equations (65R20) Systems of nonlinear integral equations (45G15) Optimal transportation (49Q22)
Related Items (5)
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ Computational methods for adapted optimal transport ⋮ Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems ⋮ Convergence rate of general entropic optimal transport costs
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