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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

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

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

Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider…

Numerical Analysis · Mathematics 2024-03-04 Yannis Voet

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 (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 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

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

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

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

We propose, analyze and test Anderson-accelerated Picard iterations for solving the incompressible Navier-Stokes equations (NSE). Anderson acceleration has recently gained interest as a strategy to accelerate linear and nonlinear…

Numerical Analysis · Mathematics 2018-10-22 Sara Pollock , Leo G. Rebholz , Mengying Xiao

This paper presents the design and development of an Anderson Accelerated Preconditioned Modified Hermitian and Skew-Hermitian Splitting (AA-PMHSS) method for solving complex-symmetric linear systems with application to electromagnetics…

Numerical Analysis · Mathematics 2023-08-02 Måns I. Andersson , Felix Liu , Stefano Markidis

We consider the application of the type-I Anderson acceleration to solving general non-smooth fixed-point problems. By interleaving with safe-guarding steps, and employing a Powell-type regularization and a re-start checking for strong…

Optimization and Control · Mathematics 2018-08-14 Junzi Zhang , Brendan O'Donoghue , Stephen Boyd

The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration,…

Numerical Analysis · Mathematics 2025-08-01 Muhammad Mohebujjaman , Mengying Xiao , Cheng Zhang

We present the Alternating Anderson-Richardson (AAR) method: an efficient and scalable alternative to preconditioned Krylov solvers for the solution of large, sparse linear systems on high performance computing platforms. Specifically, we…

Numerical Analysis · Mathematics 2018-04-12 Phanish Suryanarayana , Phanisri P. Pratapa , John E. Pask

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 paper introduces and analyzes a preconditioned modified of the Hermitian and skew-Hermitian splitting (PMHSS). The large sparse continuous Sylvester equations are solved by PMHSS iterative algorithm based on nonHermitian, complex,…

Numerical Analysis · Mathematics 2020-12-29 Yuye Feng , Qingbiao Wu

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 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

We provide rigorous theoretical bounds for Anderson acceleration (AA) that allow for approximate calculations when applied to solve linear problems. We show that, when the approximate calculations satisfy the provided error bounds, the…

Numerical Analysis · Mathematics 2024-04-30 Massimiliano Lupo Pasini , M. Paul Laiu
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