Abstract
The aim of this short note is to give an elementary proof of linear convergence of the Sinkhorn algorithm for the entropic regularization of multi-marginal optimal transport. The proof simply relies on: i) the fact that Sinkhorn iterates are bounded, ii) strong convexity of the exponential on bounded intervals and iii) the convergence analysis of the coordinate descent (Gauss-Seidel) method of Beck and Tetruashvili [1].
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