An Efficient HPR Algorithm for the Wasserstein Barycenter Problem with $O(Dim(P)/\epsilon )$ Computational Complexity

Guojun Zhang, Yancheng Yuan, Defeng Sun

In this paper, we propose and analyze an efficient Halpern-Peaceman-Rachford (HPR) algorithm for solving the Wasserstein barycenter problem (WBP) with fixed supports. While the Pea…