English

Almost-sharp $O(k^{-1} \log k)$ convergence rate for the Sinkhorn algorithm in the asymptotically scalable case

Optimization and Control 2026-05-15 v2

Abstract

We prove that the Sinkhorn algorithm converges at a rate of O(k1logk)O(k^{-1} \log k) in 1\ell_1-norm marginal error, in the asymptotically scalable case. This almost closes the gap between the lower bound Ω(k1)\Omega(k^{-1}) (Qu et al., 2025) and the previously best known upper bound O(k1/2)O(k^{-1/2}) (L\'eger, 2021), and generalizes the analysis for the positive case by Dvurechensky et al. (2018).

Keywords

Cite

@article{arxiv.2604.26265,
  title  = {Almost-sharp $O(k^{-1} \log k)$ convergence rate for the Sinkhorn algorithm in the asymptotically scalable case},
  author = {Guillaume Wang},
  journal= {arXiv preprint arXiv:2604.26265},
  year   = {2026}
}

Comments

20 pages. v2: add affiliation and fix minor typos