Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations
From MaRDI portal
Publication:5139834
DOI10.1137/18M1232772MaRDI QIDQ5139834
Brendan O'Donoghue, Junzi Zhang, Stephen P. Boyd
Publication date: 11 December 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.03971
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonsmooth analysis (49J52) Methods of quasi-Newton type (90C53) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09)
Related Items
Convergence analysis of adaptive DIIS algorithms with application to electronic ground state calculations, Anderson Acceleration for Nonsmooth Fixed Point Problems, Convergence of a Constrained Vector Extrapolation Scheme, Anderson acceleration based on the \(\mathcal{H}^{- s}\) Sobolev norm for contractive and noncontractive fixed-point operators, Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones, 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, Tutorial on Amortized Optimization, Nonmonotone globalization for Anderson acceleration via adaptive regularization, Nonlinear acceleration of momentum and primal-dual algorithms, Enhancing electrical impedance tomography reconstruction using learned half-quadratic splitting networks with Anderson acceleration, Asymptotic convergence analysis and influence of initial guesses on composite Anderson acceleration, Descent Properties of an Anderson Accelerated Gradient Method with Restarting, Secant Acceleration of Sequential Residual Methods for Solving Large-Scale Nonlinear Systems of Equations, Unnamed Item, Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem, Multiply Accelerated Value Iteration for NonSymmetric Affine Fixed Point Problems and Application to Markov Decision Processes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
- Linear and strong convergence of algorithms involving averaged nonexpansive operators
- Iterative methods for fixed point problems in Hilbert spaces
- An analysis for the DIIS acceleration method used in quantum chemistry calculations
- Anderson acceleration and application to the three-temperature energy equations
- Local convergence of quasi-Newton methods for B-differentiable equations
- Introductory lectures on convex optimization. A basic course.
- A characterization of the behavior of the Anderson acceleration on linear problems
- Broyden updating, the good and the bad!
- Linear and nonlinear programming
- A global convergent quasi-Newton method for systems of monotone equations
- Two classes of multisecant methods for nonlinear acceleration
- A globally convergent BFGS method for nonlinear monotone equations without any merit functions
- Anderson Acceleration for Fixed-Point Iterations
- Objective acceleration for unconstrained optimization
- Newton's Method for B-Differentiable Equations
- On the Global Convergence of Broyden's Method
- A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence
- An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
- An Efficient Algorithm for Minimizing a Sum of Euclidean Norms with Applications
- Shanks Sequence Transformations and Anderson Acceleration
- A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations
- On Projection Algorithms for Solving Convex Feasibility Problems
- SuperMann: A Superlinearly Convergent Algorithm for Finding Fixed Points of Nonexpansive Operators
- Convergence Analysis for Anderson Acceleration
- Regularization and Variable Selection Via the Elastic Net
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations
- Iterative Procedures for Nonlinear Integral Equations
- Monotone Operator Methods for Nash Equilibria in Non-potential Games
- Convex analysis and monotone operator theory in Hilbert spaces
