xkrot
OnRobustOptimalTransport Computational
In Appendix A, we introduce and recall necessary notations for the supplementary material. Regarding Sinkhorn algorithm, uk,vk are the updates of thek-th iteration. The main idea for deriving this bound comes from the geometric convergence rate (i.e. First, we represent the above difference by other quantities that are straightforward to bound. Thus, it has an unique optimal solution which could be directly calculated as Xi =B(ui,vi;Ci).