Globally convergent type-I Anderson acceleration for nonsmooth fixed-point iterations
We consider the application of the type-I Anderson acceleration to solving general
nonsmooth fixed-point problems. By interleaving with safeguarding steps and employing a …
nonsmooth fixed-point problems. By interleaving with safeguarding steps and employing a …
A proof that Anderson acceleration improves the convergence rate in linearly converging fixed-point methods (but not in those converging quadratically)
This paper provides theoretical justification that Anderson acceleration (AA) improves the
convergence rate of contractive fixed-point iterations in the vicinity of a fixed-point. AA has …
convergence rate of contractive fixed-point iterations in the vicinity of a fixed-point. AA has …
Anderson acceleration for geometry optimization and physics simulation
Many computer graphics problems require computing geometric shapes subject to certain
constraints. This often results in non-linear and non-convex optimization problems with …
constraints. This often results in non-linear and non-convex optimization problems with …
Anderson acceleration for contractive and noncontractive operators
S Pollock, LG Rebholz - IMA Journal of Numerical Analysis, 2021 - academic.oup.com
A one-step analysis of Anderson acceleration with general algorithmic depths is presented.
The resulting residual bounds within both contractive and noncontractive settings reveal the …
The resulting residual bounds within both contractive and noncontractive settings reveal the …
An algorithm for best rational approximation based on barycentric rational interpolation
C Hofreither - Numerical Algorithms, 2021 - Springer
We present a novel algorithm for computing best uniform rational approximations to real
scalar functions in the setting of zero defect. The method, dubbed BRASIL (best rational …
scalar functions in the setting of zero defect. The method, dubbed BRASIL (best rational …
Shanks sequence transformations and Anderson acceleration
This paper presents a general framework for Shanks transformations of sequences of
elements in a vector space. It is shown that Minimal Polynomial Extrapolation (MPE) …
elements in a vector space. It is shown that Minimal Polynomial Extrapolation (MPE) …
Anderson acceleration of proximal gradient methods
V Mai, M Johansson - International Conference on Machine …, 2020 - proceedings.mlr.press
Anderson acceleration is a well-established and simple technique for speeding up fixed-
point computations with countless applications. This work introduces novel methods for …
point computations with countless applications. This work introduces novel methods for …
Damped Anderson acceleration with restarts and monotonicity control for accelerating EM and EM-like algorithms
NC Henderson, R Varadhan - Journal of Computational and …, 2019 - Taylor & Francis
The expectation-maximization (EM) algorithm is a well-known iterative method for computing
maximum likelihood estimates in a variety of statistical problems. Despite its numerous …
maximum likelihood estimates in a variety of statistical problems. Despite its numerous …
The effect of Anderson acceleration on superlinear and sublinear convergence
LG Rebholz, M Xiao - Journal of Scientific Computing, 2023 - Springer
This paper considers the effect of Anderson acceleration (AA) on the convergence order of
nonlinear solvers in fixed point form xk+ 1= g (xk), that are looking for a fixed point x∗ of g …
nonlinear solvers in fixed point form xk+ 1= g (xk), that are looking for a fixed point x∗ of g …
Anderson acceleration for nonconvex ADMM based on Douglas‐Rachford splitting
The alternating direction multiplier method (ADMM) is widely used in computer graphics for
solving optimization problems that can be nonsmooth and nonconvex. It converges quickly …
solving optimization problems that can be nonsmooth and nonconvex. It converges quickly …