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• W2886586113 abstract "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-type regularization and a re-start checking for strong linear independence of the updates, we propose the first globally convergent variant of Anderson acceleration assuming only that the fixed-point iteration is non-expansive. We show by extensive numerical experiments that many first order algorithms can be improved, especially in their terminal convergence, with the proposed algorithm. Our proposed method of acceleration is being implemented in SCS 2.0, one of the default solvers used in the convex optimization parser-solver CVXPY 1.0." @default.
• W2886586113 created "2018-08-22" @default.
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• W2886586113 date "2018-08-12" @default.
• W2886586113 modified "2023-10-18" @default.
• W2886586113 title "Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations" @default.
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• W2886586113 doi "https://doi.org/10.48550/arxiv.1808.03971" @default.
• W2886586113 hasPublicationYear "2018" @default.
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