Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Not on the map. Why?
Abstract (arXiv)
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.
Key facts. Cited by 24 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Aug 2018.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 6; 2022: 3; 2023: 6; 2024: 5; 2025: 4.
24 papers.
Sort:
- 2022Tutorial on amortized optimizationcited by 83
- 2023Learning to Warm-Start Fixed-Point Optimization Algorithmscited by 32
- 2021Joint inference and input optimization in equilibrium networkscited by 15
- 2023Reducing Blackwell and Average Optimality to Discounted MDPs via the Blackwell Discount Factorcited by 13
- 2021Neural Fixed-Point Acceleration for Convex Optimizationcited by 10
- 2023Accelerating Value Iteration with Anchoringcited by 10
- 2024Data-Driven Performance Guarantees for Classical and Learned Optimizerscited by 5
- 2022Coordinate Descent for SLOPEcited by 4
- 2024Advancing the Understanding of Fixed Point Iterations in Deep Neural Networks: A Detailed Analytical Studycited by 4
- 2021An Adaptive State Aggregation Algorithm for Markov Decision Processescited by 2
- 2021An Operator Splitting View of Federated Learningcited by 2
- 2021Weighted Low-Rank Matrix Approximation: Acceleration and Applicationscited by 2
12 more
- 2023Enhancing Electrical Impedance Tomography reconstruction using Learned Half-Quadratic Splitting Networks with Anderson Accelerationcited by 2
- 2023From Optimization to Control: Quasi Policy Iterationcited by 2
- 2025Rank-One Modified Value Iterationcited by 2
- 2021OpReg-Boost: Learning to Accelerate Online Algorithms with Operator Regressioncited by 1
- 2024An information-matching approach to optimal experimental design and active learningcited by 1
- 2025Sparse Partial Optimal Transport via Quadratic Regularizationcited by 1
- 2022An Efficient Nonlinear Acceleration method that Exploits Symmetry of the Hessiancited by 0
- 2023Improved Convergence Factor of Windowed Anderson Acceleration for Symmetric Fixed-Point Iterationscited by 0
- 2024Randomized Approach to Matrix Completion: Applications in Recommendation Systems and Image Inpaintingcited by 0
- 2024Anderson acceleration for iteratively reweighted ℓ1 algorithmcited by 0
- 2025Online multidimensional dictionary learningcited by 0
- 2025Efficient Solvers for SLOPE in R, Python, Julia, and C++cited by 0
- 2025Efficient Solvers for SLOPE in R, Python, Julia, and C++4 Nov 2025
- 2025Sparse Partial Optimal Transport via Quadratic Regularization11 Aug 2025
- 2025Rank-One Modified Value Iteration3 May 2025
- 2025Online multidimensional dictionary learning12 Mar 2025
- 2024An information-matching approach to optimal experimental design and active learning5 Nov 2024
- 2024Advancing the Understanding of Fixed Point Iterations in Deep Neural Networks: A Detailed Analytical Study15 Oct 2024
- 2024Data-Driven Performance Guarantees for Classical and Learned Optimizers22 Apr 2024
- 2024Anderson acceleration for iteratively reweighted ℓ1 algorithm12 Mar 2024
- 2024Randomized Approach to Matrix Completion: Applications in Recommendation Systems and Image Inpainting4 Mar 2024
- 2023From Optimization to Control: Quasi Policy Iteration18 Nov 2023
- 2023Improved Convergence Factor of Windowed Anderson Acceleration for Symmetric Fixed-Point Iterations4 Nov 2023
- 2023Learning to Warm-Start Fixed-Point Optimization Algorithms14 Sep 2023
12 more
- 2023Accelerating Value Iteration with Anchoring26 May 2023
- 2023Enhancing Electrical Impedance Tomography reconstruction using Learned Half-Quadratic Splitting Networks with Anderson Acceleration16 Apr 2023
- 2023Reducing Blackwell and Average Optimality to Discounted MDPs via the Blackwell Discount Factor31 Jan 2023
- 2022Coordinate Descent for SLOPE26 Oct 2022
- 2022An Efficient Nonlinear Acceleration method that Exploits Symmetry of the Hessian22 Oct 2022
- 2022Tutorial on amortized optimization1 Feb 2022
- 2021Joint inference and input optimization in equilibrium networks25 Nov 2021
- 2021Weighted Low-Rank Matrix Approximation: Acceleration and Applications22 Sep 2021
- 2021An Operator Splitting View of Federated Learning12 Aug 2021
- 2021An Adaptive State Aggregation Algorithm for Markov Decision Processes23 Jul 2021
- 2021Neural Fixed-Point Acceleration for Convex Optimization21 Jul 2021
- 2021OpReg-Boost: Learning to Accelerate Online Algorithms with Operator Regression27 May 2021
- 2022Tutorial on amortized optimizationcited by 83
- 2023Learning to Warm-Start Fixed-Point Optimization Algorithmscited by 32
- 2021Joint inference and input optimization in equilibrium networkscited by 15
- 2023Reducing Blackwell and Average Optimality to Discounted MDPs via the Blackwell Discount Factorcited by 13
- 2021Neural Fixed-Point Acceleration for Convex Optimizationcited by 10
- 2023Accelerating Value Iteration with Anchoringcited by 10
- 2024Data-Driven Performance Guarantees for Classical and Learned Optimizerscited by 5
- 2022Coordinate Descent for SLOPEcited by 4
- 2024Advancing the Understanding of Fixed Point Iterations in Deep Neural Networks: A Detailed Analytical Studycited by 4
- 2021An Adaptive State Aggregation Algorithm for Markov Decision Processescited by 2
- 2021An Operator Splitting View of Federated Learningcited by 2
- 2021Weighted Low-Rank Matrix Approximation: Acceleration and Applicationscited by 2
12 most cited of 24 All 24 (JSON)
- 2025Efficient Solvers for SLOPE in R, Python, Julia, and C++4 Nov 2025
- 2025Sparse Partial Optimal Transport via Quadratic Regularization11 Aug 2025
- 2025Rank-One Modified Value Iteration3 May 2025
- 2025Online multidimensional dictionary learning12 Mar 2025
- 2024An information-matching approach to optimal experimental design and active learning5 Nov 2024
- 2024Advancing the Understanding of Fixed Point Iterations in Deep Neural Networks: A Detailed Analytical Study15 Oct 2024
- 2024Data-Driven Performance Guarantees for Classical and Learned Optimizers22 Apr 2024
- 2024Anderson acceleration for iteratively reweighted ℓ1 algorithm12 Mar 2024
- 2024Randomized Approach to Matrix Completion: Applications in Recommendation Systems and Image Inpainting4 Mar 2024
- 2023From Optimization to Control: Quasi Policy Iteration18 Nov 2023
- 2023Improved Convergence Factor of Windowed Anderson Acceleration for Symmetric Fixed-Point Iterations4 Nov 2023
- 2023Learning to Warm-Start Fixed-Point Optimization Algorithms14 Sep 2023
12 newest of 24 All 24 (JSON)