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Paper · arXiv

Annealed Sinkhorn with Momentum: Certified Unregularized Optimal Transport in Linear Memory

We characterize Bregman Douglas-Rachford splitting (BDRS) for unregularized discrete optimal transport and develop an anytime primal-dual certificate in linear memory. We first establish that BDRS coincides with warm-started Inexact Proximal point method for exact Optimal Transport (IPOT) using a single inner Sinkhorn iteration. By eliminating the primal transport plan from the updates, we derive an equivalent dual formulation that reveals BDRS as annealed Sinkhorn under an implicit inverse-linear temperature schedule, with an additional log-scaling momentum term and a cooler kernel. While this explains the role of the temperature parameter in BDRS as an initial temperature, it also reduc...

AuthorsSamuel J. K. Chin, Maximilian Schiffer
Primary categorymath.OC
Published27 September 2026
Last updated at source27 September 2026
math.OCcs.LG
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