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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

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) 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

This paper studies the performance Newton's iteration applied with Anderson acceleration for solving the incompressible steady Navier-Stokes equations. We manifest that this method converges superlinearly with a good initial guess, and…

Numerical Analysis · Mathematics 2022-02-15 Mengying Xiao

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 considers an enhancement of the classical iterated penalty Picard (IPP) method for the incompressible Navier-Stokes equations, where we restrict our attention to $O(1)$ penalty parameter, and Anderson acceleration (AA) is used to…

Numerical Analysis · Mathematics 2021-10-13 Leo G. Rebholz , Duygu Vargun , Mengying Xiao

While the most recent Anderson acceleration (AA) convergence theory [Pollock et al, {\it IMA Num. An.}, 2021] requires that the AA optimization norm match the Hilbert space norm associated with the fixed point operator, in implementations…

Numerical Analysis · Mathematics 2025-09-24 Elizabeth Hawkins , Leo Rebholz

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

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 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

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 develops an efficient and robust solution technique for the steady Boussinesq model of non-isothermal flow using Anderson acceleration applied to a Picard iteration. After analyzing the fixed point operator associated with the…

Numerical Analysis · Mathematics 2020-04-15 Sara Pollock , Leo G. Rebholz , Mengying Xiao

We consider two modifications of the Arrow-Hurwicz (AH) iteration for solving the incompressible steady Navier-Stokes equations for the purpose of accelerating the algorithm: grad-div stabilization, and Anderson acceleration. AH is a…

Numerical Analysis · Mathematics 2022-03-04 Pelin G. Geredeli , Leo G. Rebholz , Duygu Vargun , Ahmed Zytoon

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

This paper proposes an extra gradient Anderson-accelerated algorithm for solving pseudomonotone variational inequalities, which uses the extra gradient scheme with line search to guarantee the global convergence and Anderson acceleration to…

Optimization and Control · Mathematics 2026-05-27 Xin Qu , Wei Bian , Xiaojun Chen

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

Optimization and Control · Mathematics 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

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

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

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
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