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Recent studies have shown that proximal gradient (PG) method and accelerated gradient method (APG) with restarting can enjoy a linear convergence under a weaker condition than strong convexity, namely a quadratic growth condition (QGC).…

最优化与控制 · 数学 2017-05-16 Mingrui Liu , Tianbao Yang

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

The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…

最优化与控制 · 数学 2025-06-10 Jintao Yu , Hongjin He

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…

数值分析 · 数学 2025-05-14 Oliver A. Krzysik , Hans De Sterck , Adam Smith

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…

数值分析 · 数学 2026-05-19 Yunhui He , Leo Rebholz

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

Primal-dual hybrid gradient (PDHG) is a first-order method for saddle-point problems and convex programming introduced by Chambolle and Pock. Recently, Applegate et al.\ analyzed the behavior of PDHG when applied to an infeasible or…

最优化与控制 · 数学 2023-09-27 Tao Jiang , Walaa M. Moursi , Stephen A. Vavasis

In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or two-sided quadratic gradient growth (QGG)--novel conditions…

最优化与控制 · 数学 2025-10-15 Cody Melcher , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…

最优化与控制 · 数学 2022-11-09 Hao Luo

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

图形学 · 计算机科学 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

This paper considers the numerical solution of generalized Sylvester matrix equations, which arise in many scientific and engineering applications but remain challenging to solve efficiently, particularly when the coefficient matrices are…

数值分析 · 数学 2026-04-20 Hongjia Chen , Chun-Hua Zhang , Zhongming Teng , Lei Du

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…

最优化与控制 · 数学 2020-03-03 Zhize Li , Jian Li

Stochastic Primal-Dual Hybrid Gradient (SPDHG) is an algorithm proposed by Chambolle et al. (2018) to efficiently solve a wide class of nonsmooth large-scale optimization problems. In this paper we contribute to its theoretical foundations…

最优化与控制 · 数学 2023-11-27 Eric B Gutierrez , Claire Delplancke , Matthias J Ehrhardt

Deep learning-based hybrid iterative methods (DL-HIMs) integrate classical numerical solvers with neural operators, utilizing their complementary spectral biases to accelerate convergence. Despite this promise, many DL-HIMs stagnate at…

数值分析 · 数学 2026-02-09 Yuhan Wu , Jan Willem van Beek , Victorita Dolean , Alexander Heinlein

This paper addresses the bilinearly coupled minimax optimization problem: $\min_{x \in \mathbb{R}^{d_x}}\max_{y \in \mathbb{R}^{d_y}} \ f_1(x) + f_2(x) + y^{\top} Bx - g_1(y) - g_2(y)$, where $f_1$ and $g_1$ are smooth convex functions,…

最优化与控制 · 数学 2025-05-27 Jingwang Li , Xiao Li

This work focuses on a class of general decentralized constraint-coupled optimization problems. We propose a novel nested primal-dual gradient algorithm (NPGA), which can achieve linear convergence under the weakest known condition, and its…

最优化与控制 · 数学 2025-05-06 Jingwang Li , Housheng Su

We consider solving huge-scale instances of (convex) conic linear optimization problems, at the scale where matrix-factorization-free methods are attractive or necessary. The restarted primal-dual hybrid gradient method (rPDHG) -- with…

最优化与控制 · 数学 2024-07-16 Zikai Xiong , Robert M. Freund

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…

图形学 · 计算机科学 2018-05-16 Yue Peng , Bailin Deng , Juyong Zhang , Fanyu Geng , Wenjie Qin , Ligang Liu

Large-scale competitive market equilibrium problems arise in a wide range of important applications, including economic decision-making and intelligent manufacturing. Traditional solution methods, such as interior-point algorithms and…

最优化与控制 · 数学 2025-06-09 Huikang Liu , Yicheng Huang , Hongpei Li , Dongdong Ge , Yinyu Ye

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…

最优化与控制 · 数学 2018-08-14 Junzi Zhang , Brendan O'Donoghue , Stephen Boyd