Annealed Sinkhorn with Momentum: Certified Unregularized Optimal Transport in Linear Memory
The paper provides an exact algebraic characterization of Bregman Douglas–Rachford splitting for unregularized discrete optimal transport. It shows that this method is equivalent to a warm-started Inexact Proximal point method and reveals it as Annealed Sinkhorn with momentum under specific scaling conditions. It introduces Overrelaxed BDRS, which allows for an anytime primal–dual certificate computable in linear memory.