Lehmann, Tobias; von Renesse, Max-K.; Sambale, Alexander; … - In: Optimization Letters 16 (2021) 8, pp. 2209-2220
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...