Related papers: Anderson Accelerated Feasible Sequential Linear Pr…
This paper proposes an almost feasible Sequential Linear Programming (afSLP) algorithm. In the first part, the practical limitations of previously proposed Feasible Sequential Linear Programming (FSLP) methods are discussed along with…
Although Anderson acceleration (AA) is known to speed up fixed-point iterations, it is rarely applied in constrained optimization, in particular sequential quadratic programming (SQP). We show that the local convergence behavior of a…
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…
The state-of-art seismic imaging techniques treat inversion tasks such as FWI and LSRTM as PDE-constrained optimization problems. Due to the large-scale nature, gradient-based optimization algorithms are preferred in practice to update the…
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…
In this paper, we propose a Feasible Sequential Linear Programming (FSLP) algorithm applied to time-optimal control problems (TOCP) obtained through direct multiple shooting discretization. This method is motivated by TOCP with nonlinear…
Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…
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…
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…
Federated learning (FL) is a distributed machine learning approach that enables multiple local clients and a central server to collaboratively train a model while keeping the data on their own devices. First-order methods, particularly…
Anderson acceleration (AA) as an efficient technique for speeding up the convergence of fixed-point iterations may be designed for accelerating an optimization method. We propose a novel optimization algorithm by adapting Anderson…
Anderson acceleration (AA) is a well-known method for accelerating the convergence of iterative algorithms, with applications in various fields including deep learning and optimization. Despite its popularity in these areas, the…
Anderson acceleration (AA) is a technique for accelerating the convergence of fixed-point iterations. In this paper, we apply AA to a sequence of functions and modify the norm in its internal optimization problem to the $\mathcal{H}^{-s}$…
In this paper, we propose and analyze a set of fully non-stationary Anderson acceleration algorithms with dynamic window sizes and optimized damping. Although Anderson acceleration (AA) has been used for decades to speed up nonlinear…
We present the Anderson Accelerated Primal-Dual Hybrid Gradient (AA-PDHG), a fixed-point-based framework designed to overcome the slow convergence of the standard PDHG method for the solution of linear programming (LP) problems. We…
Anderson Acceleration (AA) is a popular algorithm designed to enhance the convergence of fixed-point iterations. In this paper, we introduce a variant of AA based on a Truncated Gram-Schmidt process (AATGS) which has a few advantages over…
Anderson acceleration (AA) is widely used for accelerating the convergence of an underlying fixed-point iteration $\bm{x}_{k+1} = \bm{q}( \bm{x}_{k} )$, $k = 0, 1, \ldots$, with $\bm{x}_k \in \mathbb{R}^n$, $\bm{q} \colon \mathbb{R}^n \to…
This paper studies the commonly utilized windowed Anderson acceleration (AA) algorithm for fixed-point methods, $x^{(k+1)}=q(x^{(k)})$. It provides the first proof that when the operator $q$ is linear and symmetric the windowed AA, which…
Anderson acceleration (AA) is widely used for accelerating the convergence of nonlinear fixed-point methods $x_{k+1}=q(x_{k})$, $x_k \in \mathbb{R}^n$, but little is known about how to quantify the convergence acceleration provided by AA.…
Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…