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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

Anderson acceleration is an old and simple method for accelerating the computation of a fixed point. However, as far as we know and quite surprisingly, it has never been applied to dynamic programming or reinforcement learning. In this…

Machine Learning · Computer Science 2018-09-26 Matthieu Geist , Bruno Scherrer

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…

Machine Learning · Computer Science 2023-08-25 Sarwan Ali , Prakash Chourasia , Murray Patterson

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

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

Machine Learning · Statistics 2018-05-18 Guangzeng Xie , Yitan Wang , Shuchang Zhou , Zhihua Zhang

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)…

Numerical Analysis · Mathematics 2024-10-08 Ning Wan , Agnieszka Międlar

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…

Optimization and Control · Mathematics 2026-04-17 Jonathan Frey , David Kiessling , Katrin Baumgärtner , Moritz Diehl

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

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

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

Iterative Closest Point (ICP) is a widely used method for performing scan-matching and registration. Being simple and robust method, it is still computationally expensive and may be challenging to use in real-time applications with limited…

Robotics · Computer Science 2017-09-19 A. L. Pavlov , G. V. Ovchinnikov , D. Yu. Derbyshev , D. Tsetserukou , I. V. Oseledets

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

This paper describes a method for accelerating large scale Artificial Neural Networks (ANN) training using multi-GPUs by reducing the forward and backward passes to matrix multiplication. We propose an out-of-core multi-GPU matrix…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-16 Linnan Wang , Wei Wu , Jianxiong Xiao , Yang Yi

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

We consider extrapolation of the Arnoldi algorithm to accelerate computation of the dominant eigenvalue/eigenvector pair. The basic algorithm uses sequences of Krylov vectors to form a small eigenproblem which is solved exactly. The two…

Numerical Analysis · Mathematics 2021-03-17 Sara Pollock , L. Ridgway Scott

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

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

Nowadays, GPU accelerators are commonly used to speed up general-purpose computing tasks on a variety of hardware. However, due to the diversity of GPU architectures and processed data, optimization of codes for a particular type of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-20 Jiří Filipovič , Jana Hozzová , Amin Nezarat , Jaroslav Oľha , Filip Petrovič

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 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
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