Globally convergent type-I Anderson acceleration for nonsmooth fixed-point iterations

J Zhang, B O'Donoghue, S Boyd - SIAM Journal on Optimization, 2020 - SIAM
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 …

A proof that Anderson acceleration improves the convergence rate in linearly converging fixed-point methods (but not in those converging quadratically)

C Evans, S Pollock, LG Rebholz, M Xiao - SIAM Journal on Numerical …, 2020 - SIAM
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 …

Anderson acceleration for geometry optimization and physics simulation

Y Peng, B Deng, J Zhang, F Geng, W Qin… - ACM Transactions on …, 2018 - dl.acm.org
Many computer graphics problems require computing geometric shapes subject to certain
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 …

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 …

Shanks sequence transformations and Anderson acceleration

C Brezinski, M Redivo-Zaglia, Y Saad - SIAM Review, 2018 - SIAM
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) …

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 …

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 …

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 …

Anderson acceleration for nonconvex ADMM based on Douglas‐Rachford splitting

W Ouyang, Y Peng, Y Yao, J Zhang… - Computer Graphics …, 2020 - Wiley Online Library
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 …