THE DERIVATIVES OF SINKHORN-KNOPP CONVERGE.
In: SIAM Journal on Optimization, Jg. 33 (2023-07-01), Heft 3, S. 1494-1517
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Zugriff:
We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the optimal transport problem with a locally uniform linear convergence rate. [ABSTRACT FROM AUTHOR]
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Titel: |
THE DERIVATIVES OF SINKHORN-KNOPP CONVERGE.
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Autor/in / Beteiligte Person: | PAUWELS, EDOUARD ; VAITER, SAMUEL |
Zeitschrift: | SIAM Journal on Optimization, Jg. 33 (2023-07-01), Heft 3, S. 1494-1517 |
Veröffentlichung: | 2023 |
Medientyp: | academicJournal |
ISSN: | 1052-6234 (print) |
DOI: | 10.1137/22M1512703 |
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