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相关论文: Asymptotic convergence of restarted Anderson accel…

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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.…

数值分析 · 数学 2023-02-27 Hans De Sterck , Yunhui He , Oliver A. Krzysik

We consider nonlinear convergence acceleration methods for fixed-point iteration $x_{k+1}=q(x_k)$, including Anderson acceleration (AA), nonlinear GMRES (NGMRES), and Nesterov-type acceleration (corresponding to AA with window size one). We…

最优化与控制 · 数学 2020-11-10 Hans De Sterck , Yunhui He

We study the asymptotic convergence of AA($m$), i.e., Anderson acceleration with window size $m$ for accelerating fixed-point methods $x_{k+1}=q(x_{k})$, $x_k \in R^n$. Convergence acceleration by AA($m$) has been widely observed but is not…

最优化与控制 · 数学 2022-05-04 Hans De Sterck , Yunhui He

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…

数值分析 · 数学 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 $\mathcal{H}^{-s}$…

数值分析 · 数学 2021-09-14 Yunan Yang , Alex Townsend , Daniel Appelö

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…

数值分析 · 数学 2019-02-22 Claire Evans , Sara Pollock , Leo G. Rebholz , Mengying Xiao

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…

最优化与控制 · 数学 2023-09-26 Wenqing Ouyang , Yang Liu , Andre Milzarek

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…

数值分析 · 数学 2025-07-15 Xue Feng , M. Paul Laiu , Thomas Strohmer

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,…

最优化与控制 · 数学 2020-12-01 Dawei Wang , Yunhui He , Hans De Sterck

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…

最优化与控制 · 数学 2022-11-17 Hailiang Liu , Jia-Hao He , Xuping Tian

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…

数值分析 · 数学 2022-02-14 Kewang Chen , Cornelis Vuik

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…

最优化与控制 · 数学 2026-04-17 Jonathan Frey , David Kiessling , Katrin Baumgärtner , Moritz Diehl

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…

数值分析 · 数学 2024-07-17 Ziyuan Tang , Tianshi Xu , Huan He , Yousef Saad , Yuanzhe Xi

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…

数值分析 · 数学 2020-11-16 Yunan Yang

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…

机器学习 · 计算机科学 2021-10-29 Massimiliano Lupo Pasini , Junqi Yin , Viktor Reshniak , Miroslav Stoyanov

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…

机器学习 · 计算机科学 2023-08-25 Sarwan Ali , Prakash Chourasia , Murray Patterson

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…

Anderson acceleration (AA) is a popular method for accelerating fixed-point iterations, but may suffer from instability and stagnation. We propose a globalization method for AA to improve stability and achieve unified global and local…

最优化与控制 · 数学 2023-05-03 Wenqing Ouyang , Jiong Tao , Andre Milzarek , Bailin Deng

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)…

数值分析 · 数学 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…

数值分析 · 数学 2026-02-02 Yunhui He , Santolo Leveque
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