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A nonmonotone globalization framework for Anderson acceleration for contractive and nonexpansive fixed point problems

Bian, Wei et al.
arXiv (All) · Papers
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numerical-analysis
Anderson acceleration (AA) is an effective technique for accelerating fixed point iterations, but it generally lacks global convergence guarantees. We propose a nonmonotone globalized Anderson acceleration framework that retains the local acceleration of AA while ensuring global convergence. For con
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