Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/287082 
Year of Publication: 
2021
Citation: 
[Journal:] Optimization Letters [ISSN:] 1862-4480 [Volume:] 16 [Issue:] 8 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2021 [Pages:] 2209-2220
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
We derive an a priori parameter range for overrelaxation of the Sinkhorn algorithm, which guarantees global convergence and a strictly faster asymptotic local convergence. Guided by the spectral analysis of the linearized problem we pursue a zero cost procedure to choose a near optimal relaxation parameter.
Subjects: 
Sinkhorn algorithm
Matrix scaling
Overrelaxation
Optimal transport
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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