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math.OC2019
Anderson Accelerated Douglas-Rachford Splitting
Anqi Fu, Junzi Zhang, Stephen Boyd
We consider the problem of non-smooth convex optimization with linear equality constraints, where the objective function is only accessible through its proximal operator. This prob…
math.OC2018
Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Junzi Zhang, Brendan O'Donoghue, Stephen Boyd
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…