Related papers: Anderson acceleration for contractive and noncontr…
This paper studies the performance Newton's iteration applied with Anderson acceleration for solving the incompressible steady Navier-Stokes equations. We manifest that this method converges superlinearly with a good initial guess, and…
In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…
BoostConv has been introduced in earlier works as an effective acceleration technique for nonlinear iterative processes and has been successfully employed in a variety of applications to enhance convergence rates or to compute unstable…
We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…
Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…
We consider smooth stochastic convex optimization problems in the context of algorithms which are based on directional derivatives of the objective function. This context can be considered as an intermediate one between derivative-free…
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 thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…
It is well known that in Anderson localized systems, starting from a random product state the entanglement entropy remains bounded at all times. However, we show that adding a single boundary term to an Anderson localized Hamiltonian leads…
A parametric class of trust-region algorithms for constrained nonconvex optimization is analyzed, where the objective function is never computed. By defining appropriate first-order stationarity criteria, we are able to extend the Adagrad…
This work introduces, analyzes and demonstrates an efficient and theoretically sound filtering strategy to ensure the condition of the least-squares problem solved at each iteration of Anderson acceleration. The filtering strategy consists…
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…
The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…
In this paper, we propose a novel Anderson's acceleration method to solve nonlinear equations, which does \emph{not} require a restart strategy to achieve numerical stability. We propose the greedy and random versions of our algorithm.…
This work introduces a moving anchor acceleration technique to extragradient algorithms for smooth structured minimax problems. The moving anchor is introduced as a generalization of the original algorithmic anchoring framework, i.e. the…
It is known that adaptive optimization algorithms represent the key pillar behind the rise of the Machine Learning field. In the Optimization literature numerous studies have been devoted to accelerated gradient methods but only recently…
Anderson Acceleration is a well-established method that allows to speed up or encourage convergence of fixed-point iterations. It has been successfully used in a variety of applications, in particular within the Self-Consistent Field (SCF)…
This paper is concerned with convergence of stochastic gradient algorithms with momentum terms in the nonconvex setting. A class of stochastic momentum methods, including stochastic gradient descent, heavy ball, and Nesterov's accelerated…
In this paper, we propose an Anderson-accelerated stochastic extragradient algorithm for solving a class of stochastic variational inequalities, by incorporating Anderson acceleration into the stochastic extragradient method under a…
Anderson acceleration (AA) is an extrapolation technique designed to speed-up fixed-point iterations like those arising from the iterative training of DL models. Training DL models requires large datasets processed in randomly sampled…