2 papers
math.OC2022
The derivatives of Sinkhorn-Knopp converge
Edouard Pauwels, Samuel Vaiter
We show that the derivatives of the Sinkhorn-Knopp algorithm, or iterative proportional fitting procedure, converge towards the derivatives of the entropic regularization of the op…
math.OC2014
Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
Jérôme Bolte, Edouard Pauwels
In view of solving nonsmooth and nonconvex problems involving complex constraints (like standard NLP problems), we study general maximization-minimization procedures produced by fa…