{
  "id": "2012.12562",
  "version": "v1",
  "published": "2020-12-23T09:48:24.000Z",
  "updated": "2020-12-23T09:48:24.000Z",
  "title": "A note on overrelaxation in the Sinkhorn algorithm",
  "authors": [
    "Tobias Lehmann",
    "Max-K. von Renesse",
    "Alexander Sambale",
    "André Uschmajew"
  ],
  "comment": "8 pages, 1 figure",
  "categories": [
    "math.OC",
    "cs.NA",
    "math.NA",
    "math.ST",
    "stat.TH"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-12-23T09:48:24.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "65D18",
      "49Q22"
    ],
    "keywords": [
      "sinkhorn algorithm",
      "overrelaxation",
      "strictly faster asymptotic local convergence",
      "optimal relaxation parameter",
      "zero cost procedure"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 8,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}