论文标题

关于Sinkhorn算法中过度递延的注释

A note on overrelaxation in the Sinkhorn algorithm

论文作者

Lehmann, Tobias, von Renesse, Max-K., Sambale, Alexander, Uschmajew, André

论文摘要

我们得出了sindhorn算法过度递延的先验参数范围,该算法保证了全局收敛性和严格更快的渐近渐近局部收敛。在线性化问题的光谱分析的指导下,我们采取了零成本程序,以选择接近最佳的放松参数。

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.

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