56 citations · 238 across the 48 of their papers we have counts for
4 papers · 1 filter
Linear programming using diagonal linear networks
Haoyue Wang, Promit Ghosal, Rahul Mazumder
Linear programming has played a crucial role in shaping decision-making, resource allocation, and cost reduction in various domains. In this paper, we investigate the application o…
On the Convergence Rate of Sinkhorn's Algorithm
Promit Ghosal, Marcel Nutz
We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate is shown to satisfy …
Stability of Entropic Optimal Transport and Schrödinger Bridges
Promit Ghosal, Marcel Nutz, Espen Bernton
We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the ge…
Entropic Optimal Transport: Geometry and Large Deviations
Espen Bernton, Promit Ghosal, Marcel Nutz
We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and take…