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A note on overrelaxation in the Sinkhorn algorithm

arXiv 2012.12562 ↗First posted 23 Dec 2020math.OC cs.NA math.NAcited by 7

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Abstract (arXiv)

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.

Key facts. Cited by 7 papers in the map (data through 14 Oct 2026). First posted on arXiv 23 Dec 2020.

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Citing papers per year: 2022: 1; 2023: 3; 2024: 1; 2025: 1; 2026: 1.

7 papers.