On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM
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Publication:2049085
DOI10.1007/s10915-021-01548-2zbMath1487.65004arXiv2007.02916OpenAlexW3173679549MaRDI QIDQ2049085
Yunhui He, Da-Wei Wang, Hans De Sterck
Publication date: 24 August 2021
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.02916
Numerical optimization and variational techniques (65K10) Learning and adaptive systems in artificial intelligence (68T05) Extrapolation to the limit, deferred corrections (65B05)
Related Items (11)
Linear Asymptotic Convergence of Anderson Acceleration: Fixed-Point Analysis ⋮ On an improved PDE-based elliptic parameterization method for isogeometric analysis using preconditioned Anderson acceleration ⋮ Composite Anderson acceleration method with two window sizes and optimized damping ⋮ The effect of Anderson acceleration on superlinear and sublinear convergence ⋮ Fast gradient method for low-rank matrix estimation ⋮ Filtering for Anderson Acceleration ⋮ Newton-Anderson at Singular Points ⋮ Nonmonotone globalization for Anderson acceleration via adaptive regularization ⋮ Asymptotic convergence analysis and influence of initial guesses on composite Anderson acceleration ⋮ Descent Properties of an Anderson Accelerated Gradient Method with Restarting ⋮ Anderson acceleration as a Krylov method with application to convergence analysis
Uses Software
Cites Work
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