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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…

Numerical Analysis · Mathematics 2023-05-08 Shelby Lockhart , David J. Gardner , Carol S. Woodward , Stephen Thomas , Luke N. Olson

An efficient and robust restart strategy is important for any Krylov-based method for eigenvalue problems. The tensor infinite Arnoldi method (TIAR) is a Krylov-based method for solving nonlinear eigenvalue problems (NEPs). This method can…

Numerical Analysis · Mathematics 2016-06-29 Giampaolo Mele , Elias Jarlebring

We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

Inspired by the row and column action methods for solving large-scale linear systems, in this work, we explore the use of frontal slices for solving tensor linear systems. In particular, this paper presents a novel approach for using…

Numerical Analysis · Mathematics 2024-08-27 Hengrui Luo , Anna Ma

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…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

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…

Numerical Analysis · Mathematics 2025-08-01 Casey Garner , Gilad Lerman , Teng Zhang

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…

Optimization and Control · Mathematics 2026-05-27 Xin Qu , Wei Bian , Xiaojun Chen

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

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

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

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

Anderson mixing (AM) is an acceleration method for fixed-point iterations. Despite its success and wide usage in scientific computing, the convergence theory of AM remains unclear, and its applications to machine learning problems are not…

Machine Learning · Computer Science 2021-10-05 Fuchao Wei , Chenglong Bao , Yang Liu

We study tensor completion (TC) through the lens of low-rank tensor decomposition (TD). Many TD algorithms use fast alternating minimization methods to solve highly structured linear regression problems at each step (e.g., for CP, Tucker,…

Data Structures and Algorithms · Computer Science 2025-08-13 Mehrdad Ghadiri , Matthew Fahrbach , Yunbum Kook , Ali Jadbabaie

Empirical results show that Anderson acceleration (AA) can be a powerful mechanism to improve the asymptotic linear convergence speed of the Alternating Direction Method of Multipliers (ADMM) when ADMM by itself converges linearly. However,…

Optimization and Control · Mathematics 2020-12-01 Dawei Wang , Yunhui He , Hans De Sterck

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

This paper provides the first proof that Anderson acceleration (AA) improves the convergence rate of general fixed point iterations. AA has been used for decades to speed up nonlinear solvers in many applications, however a rigorous…

Numerical Analysis · Mathematics 2019-02-22 Claire Evans , Sara Pollock , Leo G. Rebholz , Mengying Xiao

The Newmark/Newton-Raphson (NNR) method is widely employed for solving nonlinear dynamic systems. However, the current NNR method exhibits limited applicability in complex nonlinear dynamic systems, as the acquisition of the Jacobian matrix…

Computational Engineering, Finance, and Science · Computer Science 2025-06-17 Yifan Jiang , Yuhong Jin , Lei Hou , Yi Chen , Andong Cong

We are interested in finding a solution to the tensor complementarity problem with a strong M-tensor, which we call the M-tensor complementarity problem. We propose a lower dimensional linear equation approach to solve that problem. At each…

Optimization and Control · Mathematics 2020-07-28 Dong-Hui Li , Cui-Dan Chen , Hong-Bo Guan

The alternating direction method of multipliers (ADMM) has found widespread use in solving separable convex optimization problems. In this paper, by employing Nesterov extrapolation technique, we propose two families of accelerated…

Optimization and Control · Mathematics 2024-05-13 X. He , N. J. Huang , Y. P. Fang

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