Related papers: Anderson Acceleration for Geometry Optimization an…
The derivative-free projection method (DFPM) is an efficient algorithm for solving monotone nonlinear equations. As problems grow larger, there is a strong demand for speeding up the convergence of DFPM. This paper considers the application…
This paper considers the numerical solution of generalized Sylvester matrix equations, which arise in many scientific and engineering applications but remain challenging to solve efficiently, particularly when the coefficient matrices are…
Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…
We consider nonlinear convergence acceleration methods for fixed-point iteration $x_{k+1}=q(x_k)$, including Anderson acceleration (AA), nonlinear GMRES (NGMRES), and Nesterov-type acceleration (corresponding to AA with window size one). We…
Fixed-point iterations are at the heart of numerical computing and are often a computational bottleneck in real-time applications that typically need a fast solution of moderate accuracy. We present neural fixed-point acceleration which…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…
This paper develops an efficient and robust solution technique for the steady Boussinesq model of non-isothermal flow using Anderson acceleration applied to a Picard iteration. After analyzing the fixed point operator associated with the…
Anderson acceleration (AA) has a long history of use and a strong recent interest due to its potential ability to dramatically improve the linear convergence of the fixed-point iteration. Most authors are simply using and analyzing the…
In this report, we present a versatile and efficient preconditioned Anderson acceleration (PAA) method for fixed-point iterations. The proposed framework offers flexibility in balancing convergence rates (linear, super-linear, or quadratic)…
We give a complete characterization of the behavior of the Anderson acceleration (with arbitrary nonzero mixing parameters) on linear problems. Let n be the grade of the residual at the starting point with respect to the matrix defining the…
This paper applies the Anderson Acceleration (AA) technique to accelerate the Fenchel dual gradient method (FDGM) to solve constrained optimization problems over time-varying networks. AA is originally designed for accelerating fixed-point…
Anderson Acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to…
We propose, analyze and test Anderson-accelerated Picard iterations for solving the incompressible Navier-Stokes equations (NSE). Anderson acceleration has recently gained interest as a strategy to accelerate linear and nonlinear…
Many modern machine learning algorithms such as generative adversarial networks (GANs) and adversarial training can be formulated as minimax optimization. Gradient descent ascent (GDA) is the most commonly used algorithm due to its…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
In this paper, we study the robust linearization of nonlinear poromechanics of unsaturated materials. The model of interest couples the Richards equation with linear elasticity equations, employing the equivalent pore pressure. In practice…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
We present a novel approach for accelerating AI performance by leveraging Anderson extrapolation, a vector-to-vector mapping technique based on a window of historical iterations. By identifying the crossover point (Fig. 1) where a mixing…