A note on overrelaxation in the Sinkhorn algorithm

  • 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.

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Metadaten
Author:Tobias Lehmann, Max-K. von Renesse, Alexander Sambale, André UschmajewGND
URN:urn:nbn:de:bvb:384-opus4-1022055
Frontdoor URLhttps://opus.bibliothek.uni-augsburg.de/opus4/102205
ISSN:1862-4472OPAC
ISSN:1862-4480OPAC
Parent Title (English):Optimization Letters
Publisher:Springer Science and Business Media LLC
Place of publication:Berlin
Type:Article
Language:English
Year of first Publication:2022
Publishing Institution:Universität Augsburg
Release Date:2023/02/22
Tag:Control and Optimization; Business, Management and Accounting (miscellaneous)
Volume:16
Issue:8
First Page:2209
Last Page:2220
DOI:https://doi.org/10.1007/s11590-021-01830-0
Institutes:Mathematisch-Naturwissenschaftlich-Technische Fakultät
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Lehrstuhl für Mathematical Data Science
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):CC-BY 4.0: Creative Commons: Namensnennung (mit Print on Demand)

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