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Chen, Li; Kyng, Rasmus; Liu, Yang P; Meierhans, Simon; Probst_Gutenberg, Maximilian (, ACM)
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van_den_Brand, Jan; Chen, Li; Kyng, Rasmus; Liu, Yang P; Peng, Richard; Gutenberg, Maximilian Probst; Sachdeva, Sushant; Sidford, Aaron (, SODA 2024)
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Jingbang Chen, Li Chen (, SIAM Conference on Applied and Computational Discrete Algorithms (ACDA23))Jonathan Berry, David Shmoys (Ed.)n 2013, Cuturi [9] introduced the SINKHORN algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we work on understanding the SINKHORN algorithm under regularization scheduling, and thus modify it with a mechanism that adaptively doubles the regularization parameter η periodically. We prove that such modified version of SINKHORN has an exponential convergence rate as iteration complexity depending on log(l/ɛ) instead of ɛ-o(1) from previous analyses [1, 9] in the optimal transport problems with integral supply and demand. Furthermore, with cost and capacity scaling procedures, the general optimal transport problem can be solved with a logarithmic dependence on 1/ɛ as well.more » « less
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