On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES
نویسندگان
چکیده
On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov and Nonlinear GMRES
منابع مشابه
Convergence Analysis for Anderson Acceleration
Anderson(m) is a method for acceleration of fixed point iteration which stores m + 1 prior evaluations of the fixed point map and computes the new iteration as a linear combination of those evaluations. Anderson(0) is fixed point iteration. In this paper we show that Anderson(m) is locally r-linearly convergent if the fixed point map is a contraction and the coefficients in the linear combinati...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2021
ISSN: ['1095-7197', '1064-8275']
DOI: https://doi.org/10.1137/20m1347139