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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

Ever since the original algorithm by Nesterov (1983), the true nature of the acceleration phenomenon has remained elusive, with various interpretations of why the method is actually faster. The diagnosis of the algorithm through the lens of…

Systems and Control · Electrical Eng. & Systems 2025-09-24 M Parimi , Rachit Mehra , S. R. Wagh , Amol Yerudkar , Navdeep Singh

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

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

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

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

In this paper, we propose and analyze a set of fully non-stationary Anderson acceleration algorithms with dynamic window sizes and optimized damping. Although Anderson acceleration (AA) has been used for decades to speed up nonlinear…

Numerical Analysis · Mathematics 2022-03-29 Kewang Chen , Cornelis Vuik

The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

Anderson Acceleration (AA) is a popular acceleration technique to enhance the convergence of fixed-point iterations. The analysis of AA approaches typically focuses on the convergence behavior of a corresponding fixed-point residual, while…

Optimization and Control · Mathematics 2023-09-26 Wenqing Ouyang , Yang Liu , Andre Milzarek

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

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 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

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

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

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

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

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

High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…

Optimization and Control · Mathematics 2021-06-08 Joseph E. Gaudio , Anuradha M. Annaswamy , José M. Moreu , Michael A. Bolender , Travis E. Gibson

Gradient-based optimization algorithms can be studied from the perspective of limiting ordinary differential equations (ODEs). Motivated by the fact that existing ODEs do not distinguish between two fundamentally different…

Optimization and Control · Mathematics 2018-11-05 Bin Shi , Simon S. Du , Michael I. Jordan , Weijie J. Su

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
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