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Research PaperResearchia:202605.31015

Accelerating Sinkhorn for Entropy-Regularized Optimal Transport

Zeyi Xu

Abstract

We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and defines the reduced dual objective $f(v)=\min_u F(u,v)$, while the remaining column scaling is a unit-step dual mirror descent step in $v$. This structure yields a Hessian-driven Nesterov acceleration that keeps Sinkhorn's scaling form and per-iteration cost, using ...

Submitted: May 31, 2026Subjects: Mathematics; Mathematics

Description / Details

We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable uu exactly and defines the reduced dual objective f(v)=minuF(u,v)f(v)=\min_u F(u,v), while the remaining column scaling is a unit-step dual mirror descent step in vv. This structure yields a Hessian-driven Nesterov acceleration that keeps Sinkhorn's scaling form and per-iteration cost, using only extrapolated combinations of Sinkhorn iterates. We prove an O(1/k2)\mathcal{O}(1/k^2) rate under a verifiable stability condition. For an ε\varepsilon-approximation of unregularized OT, the resulting complexity is O~(n2/ε)\widetilde{\mathcal{O}}(n^2/\varepsilon), improved from O~(n2/ε2)\widetilde{\mathcal{O}}(n^2/\varepsilon^2) for Sinkhorn. On synthetic problems, color transfer, and word alignment, Acc-Sinkhorn gives a 10×10\times--30×30\times speedup over Sinkhorn at small regularization.


Source: arXiv:2605.30267v1 - http://arxiv.org/abs/2605.30267v1 PDF: https://arxiv.org/pdf/2605.30267v1 Original Link: http://arxiv.org/abs/2605.30267v1

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Date:
May 31, 2026
Topic:
Mathematics
Area:
Mathematics
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