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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…

Machine Learning · Computer Science 2021-10-29 Massimiliano Lupo Pasini , Junqi Yin , Viktor Reshniak , Miroslav Stoyanov

This paper proposes an accelerated version of Feasible Sequential Linear Programming (FSLP): the AA($d$)-FSLP algorithm. FSLP preserves feasibility in all intermediate iterates by means of an iterative update strategy which is based on…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Pieter Pas , Alejandro Astudillo , Panagiotis Patrinos , Jan Swevers

In this paper, we consider the Anderson acceleration method for solving the contractive fixed point problem, which is nonsmooth in general. We define a class of smoothing functions for the original nonsmooth fixed point mapping, which can…

Optimization and Control · Mathematics 2024-12-11 Zekai Li , Wei Bian

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…

Numerical Analysis · Mathematics 2020-11-16 Yunan Yang

Two adaptive relaxation strategies are proposed for Anderson acceleration. They are specifically designed for applications in which mappings converge to a fixed point. Their superiority over alternative Anderson acceleration is demonstrated…

Numerical Analysis · Mathematics 2024-09-02 Nicolas Lepage-Saucier

We consider the application of the type-I Anderson acceleration to solving general non-smooth fixed-point problems. By interleaving with safe-guarding steps, and employing a Powell-type regularization and a re-start checking for strong…

Optimization and Control · Mathematics 2018-08-14 Junzi Zhang , Brendan O'Donoghue , Stephen Boyd

A pervasive approach in scientific computing is to express the solution to a given problem as the limit of a sequence of vectors or other mathematical objects. In many situations these sequences are generated by slowly converging iterative…

Numerical Analysis · Mathematics 2025-07-17 Yousef Saad

In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Trung Vu , Raviv Raich

Anderson acceleration is an effective technique for enhancing the efficiency of fixed-point iterations; however, analyzing its convergence in nonsmooth settings presents significant challenges. In this paper, we investigate a class of…

Optimization and Control · Mathematics 2024-10-16 Kexin Li , Luwei Bai , Xiao Wang , Hao Wang

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

Graphics · Computer Science 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

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…

Optimization and Control · Mathematics 2026-01-21 Haijuan Liu , Xuyang Wu

This paper studies a finite element discretization of the regularized Bingham equations that describe viscoplastic flow. An efficient nonlinear solver for the discrete model is then proposed and analyzed. The solver is based on Anderson…

Numerical Analysis · Mathematics 2022-12-09 Sara Pollock , Leo G. Rebholz , Duygu Vargun

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…

Optimization and Control · Mathematics 2026-01-23 Jiachen Jin , Hongxia Wang , Kangkang Deng

In this paper we develop convergence and acceleration theory for Anderson acceleration applied to Newton's method for nonlinear systems in which the Jacobian is singular at a solution. For these problems, the standard Newton algorithm…

Numerical Analysis · Mathematics 2023-10-27 Matt Dallas , Sara Pollock

We present a convergence theory for Anderson acceleration (AA) applied to perturbed Newton methods (pNMs) for computing roots of nonlinear problems. Two important special cases are the classical Newton method and the Levenberg-Marquardt…

Numerical Analysis · Mathematics 2025-12-03 Matt Dallas

We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the…

Machine Learning · Computer Science 2018-05-29 Juyong Zhang , Yuxin Yao , Yue Peng , Hao Yu , Bailin Deng

Anderson mixing (AM) is a classical method that can accelerate fixed-point iterations by exploring historical information. Despite the successful application of AM in scientific computing, the theoretical properties of AM are still under…

Numerical Analysis · Mathematics 2023-07-06 Fuchao Wei , Chenglong Bao , Yang Liu , Guangwen Yang

The Uzawa algorithm is an iterative method for the solution of saddle-point problems, which arise in many applications, including fluid dynamics. Viewing the Uzawa algorithm as a fixed- point iteration, we explore the use of Anderson…

Numerical Analysis · Mathematics 2016-05-24 Nguyenho Ho , Sarah D. Olson , Homer F. Walker

Many computer graphics problems require computing geometric shapes subject to certain constraints. This often results in non-linear and non-convex optimization problems with globally coupled variables, which pose great challenge for…

Graphics · Computer Science 2018-05-16 Yue Peng , Bailin Deng , Juyong Zhang , Fanyu Geng , Wenjie Qin , Ligang Liu

We provide rigorous theoretical bounds for Anderson acceleration (AA) that allow for approximate calculations when applied to solve linear problems. We show that, when the approximate calculations satisfy the provided error bounds, the…

Numerical Analysis · Mathematics 2024-04-30 Massimiliano Lupo Pasini , M. Paul Laiu