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bamos avatar bamos commented on August 12, 2024 1

Hi @AjayTalati - I'm not familiar with the SK algorithm but you should be able to solve it with qpth if it's a QP.

-Brandon.

from qpth.

AjayTalati avatar AjayTalati commented on August 12, 2024

Hi Brandon @bamos, thanks a lot for taking the time to reply πŸ‘

The SK algorithms not really even a LP, let alone a QP, it just basically iterate's row and column normalisation. It's used to approximate the earth movers distance, which is usually solved using a LP, but that's really slow?

Here's a short description,

The Sinkhorn-Knopp algorithm takes a matrix A and finds diagonal matrices D and E such that if M = DAE the sum of each column and each row of M is unity. The method is, in effect, to alternately normalise the rows and the columns of the matrix. This function is an efficient implementation which does not actually carry out normalisation until the iteration is complete and which does not use the transpose of A. A matrix whose rows and columns all sum to unity is termed "doubly stochastic".

Thanks once again,

Best, Ajay

from qpth.

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