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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

Anderson acceleration is a well-established and simple technique for speeding up fixed-point computations with countless applications. Previous studies of Anderson acceleration in optimization have only been able to provide convergence…

Optimization and Control · Mathematics 2020-06-16 Vien V. Mai , Mikael Johansson

This paper introduces a subgradient extragradient algorithm with a conjugate gradient-type direction to solve pseudomonotone variational inequality problems in Hilbert spaces. The algorithm features a self-adaptive strategy that eliminates…

Optimization and Control · Mathematics 2025-05-07 Ibrahim Arzuka , Parin Chaipunya , Poom Kumam

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…

Optimization and Control · Mathematics 2022-11-17 Hailiang Liu , Jia-Hao He , Xuping Tian

In this paper, we propose a general extra-gradient scheme for solving monotone variational inequalities (VI), referred to here as Approximation-based Regularized Extra-gradient method (ARE). The first step of ARE solves a VI subproblem with…

Optimization and Control · Mathematics 2022-10-11 Kevin Huang , Shuzhong Zhang

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…

Optimization and Control · Mathematics 2020-03-03 Zhize Li , Jian Li

In recent years, accelerated extra-gradient methods have attracted much attention by researchers, for solving monotone inclusion problems. A limitation of most current accelerated extra-gradient methods lies in their direct utilization of…

Optimization and Control · Mathematics 2025-03-24 Ya-xiang Yuan , Yi Zhang

We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudo-monotonicity. We provide convergence and complexity analysis, allowing for an unbounded feasible set,…

Optimization and Control · Mathematics 2017-03-02 Alfredo Iusem , Alejandro Jofré , Roberto I. Oliveira , Philip Thompson

In this work, we propose a generalized alternating Anderson acceleration method, a periodic scheme composed of $t$ fixed-point iteration steps, interleaved with $s$ steps of Anderson acceleration with window size $m$, to solve linear and…

Numerical Analysis · Mathematics 2026-02-02 Yunhui He , Santolo Leveque

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

The main purpose of this paper is to propose a variance-based Bregman extragradient algorithm with line search for solving stochastic variational inequalities, which is robust with respect an unknown Lipschitz constant. We prove the almost…

Optimization and Control · Mathematics 2022-08-31 Xian-Jun Long , Yue-Hong He , Nan-Jing Huang

In this technical note, we are concerned with the problem of solving variational inequalities with improved convergence rates. Motivated by Nesterov's accelerated gradient method for convex optimization, we propose a Nesterov's accelerated…

Optimization and Control · Mathematics 2022-12-21 Shaolin Tan , Jinhu Lu

The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it. Instead of computing exact projections on the constraint…

Optimization and Control · Mathematics 2024-06-24 R. Díaz Millán , O. P. Ferreira , J. Ugon

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.…

Optimization and Control · Mathematics 2024-03-26 Haishan Ye , Dachao Lin , Xiangyu Chang , Zhihua Zhang

In this paper, we propose a scaled gradient modified non-monotone line search method for solving constrained minimization problems, and explore several specific properties of this method, namely, its convergence analysis. We discuss the…

Optimization and Control · Mathematics 2026-05-01 Qamrul Hasan Ansari , Feeroz Babu , D. R. Sahu , Jen Chih Yao

In this paper, we investigate a new extragradient algorithm for solving pseudomonotone equilibrium problems on Hadamard manifolds. The algorithm uses a variable stepsize which is updated at each iteration and based on some previous…

Optimization and Control · Mathematics 2021-07-27 Jingjing Fan , Bing Tan , Songxiao Li

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

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 $\mathcal{H}^{-s}$…

Numerical Analysis · Mathematics 2021-09-14 Yunan Yang , Alex Townsend , Daniel Appelö

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

We investigate an inertial viscosity-type Tseng's extragradient algorithm with a new step size to solve pseudomonotone variational inequality problems in real Hilbert spaces. A strong convergence theorem of the algorithm is obtained without…

Optimization and Control · Mathematics 2020-07-24 Bing Tan , Xiaolong Qin
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