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In this report, we present a versatile and efficient preconditioned Anderson acceleration (PAA) method for fixed-point iterations. The proposed framework offers flexibility in balancing convergence rates (linear, super-linear, or quadratic)…

Numerical Analysis · Mathematics 2023-10-09 Kewang Chen , Ye Ji , Matthias Möller , Cornelis Vuik

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 work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

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…

Numerical Analysis · Mathematics 2022-02-14 Kewang Chen , Cornelis Vuik

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…

Numerical Analysis · Mathematics 2025-05-14 Oliver A. Krzysik , Hans De Sterck , Adam Smith

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

Pointer analysis is one of the fundamental problems in static program analysis. Given a set of pointers, the task is to produce a useful over-approximation of the memory locations that each pointer may point-to at runtime. The most common…

Programming Languages · Computer Science 2020-10-15 Anders Alnor Mathiasen , Andreas Pavlogiannis

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

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.…

Numerical Analysis · Mathematics 2023-02-27 Hans De Sterck , Yunhui He , Oliver A. Krzysik

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Numerical Analysis · Computer Science 2017-12-29 Jonathan Q. Jiang , Michael K. Ng

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…

Numerical Analysis · Mathematics 2024-07-17 Ziyuan Tang , Tianshi Xu , Huan He , Yousef Saad , Yuanzhe Xi

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

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

We present a novel two-level sketching extension of the Alternating Anderson-Picard (AAP) method for accelerating fixed-point iterations in challenging single- and multi-physics simulations governed by discretized partial differential…

Numerical Analysis · Mathematics 2026-05-20 Nicolás A. Barnafi , Massimiliano Lupo Pasini

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

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

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…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Mingyu Park , Jaeuk Shin , Insoon Yang

Additive models can be used for interpretable machine learning for their clarity and simplicity. However, In the classical models for high-order data, the vectorization operation disrupts the data structure, which may lead to degenerated…

Machine Learning · Computer Science 2024-06-06 Yang Chen , Ce Zhu , Jiani Liu , Yipeng Liu

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) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to…

Numerical Analysis · Mathematics 2025-07-15 Xue Feng , M. Paul Laiu , Thomas Strohmer
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