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math.OC2020
On the Asymptotic Linear Convergence Speed of Anderson Acceleration Applied to ADMM
Dawei Wang, Yunhui He, Hans De Sterck
Empirical results show that Anderson acceleration (AA) can be a powerful mechanism to improve the asymptotic linear convergence speed of the Alternating Direction Method of Multipl…
math.OC2020★ 1 cited
On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES
Hans De Sterck, Yunhui He
We consider nonlinear convergence acceleration methods for fixed-point iteration , including Anderson acceleration (AA), nonlinear GMRES (NGMRES), and Nesterov-type…