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Search: subject:"Overrelaxation"
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Iterative methods
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Matrix scaling
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Optimal transport
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Overrelaxation
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Sinkhorn algorithm
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double saddle-point systems
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matrix splitting
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preconditioning
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saddle-point problems
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successive overrelaxation
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On GSOR, the generalized successive
overrelaxation
method for double saddle-point problems
Huang, Na
;
Dai, Yu-Hong
;
Orban, Dominique
;
Saunders, …
-
2022
Persistent link: https://www.econbiz.de/10013370487
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2
A note on
overrelaxation
in the Sinkhorn algorithm
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 …
Persistent link: https://www.econbiz.de/10014501397
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