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Annealed Sinkhorn with Momentum: Certified Unregularized Optimal Transport in Linear Memory

Chin, Samuel J. K. et al.
arXiv (All) · Papers
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49q22optimization-and-control
We characterize Bregman Douglas-Rachford splitting (BDRS) for unregularized discrete optimal transport and develop an anytime primal-dual certificate in linear memory. We first establish that BDRS coincides with warm-started Inexact Proximal point method for exact Optimal Transport (IPOT) using a si
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