A fast Anderson-Chebyshev acceleration for nonlinear optimization
Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It is known that Anderson acceleration is quite efficient in p...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2020
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| Online Access: | https://ink.library.smu.edu.sg/sis_research/8680 https://ink.library.smu.edu.sg/context/sis_research/article/9683/viewcontent/AISTATS20_full_anderson.pdf |
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| Institution: | Singapore Management University |
| Language: | English |