{
  "id": "1710.06635",
  "version": "v1",
  "published": "2017-10-18T09:19:50.000Z",
  "updated": "2017-10-18T09:19:50.000Z",
  "title": "A Sinkhorn-Newton method for entropic optimal transport",
  "authors": [
    "Christoph Brauer",
    "Christian Clason",
    "Dirk Lorenz",
    "Benedikt Wirth"
  ],
  "categories": [
    "math.OC",
    "math.NA",
    "stat.ML"
  ],
  "abstract": "We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method compares favorably with the more commonly used Sinkhorn--Knopp algorithm for small regularization strength. We further investigate numerically the robustness of the proposed method with respect to parameters such as the mesh size of the discretization.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-10-18T09:19:50.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "entropic optimal transport",
      "sinkhorn-newton method",
      "logarithmic newton iteration",
      "quadratic convergence rate",
      "small regularization strength"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}