Overrelaxed Sinkhorn–Knopp Algorithm for Regularized Optimal Transport

This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely used iterative Bregman projections algorithm (or Sinkhorn–Knopp algorithm). We first proposed to rely on regularized nonlinear accelera...

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Bibliographic Details
Main Authors: Alexis Thibault, Lénaïc Chizat, Charles Dossal, Nicolas Papadakis
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/14/5/143